+75.9%
IONQ vs MULL
+2,481.0%
-2,405.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -3.0% | +5.4% | +3.2% |
| 7D | +7.1% | +14.0% | -6.9% | +3.2% |
| 30D | -8.9% | +24.8% | -33.7% | -14.9% |
| 3M | -35.6% | -16.1% | -19.5% | -39.6% |
| 6M | +13.3% | +330.9% | -317.6% | -40.5% |
| YTD | -9.8% | +545.0% | -554.8% | -61.7% |
| 1Y | -1.3% | +2,427.1% | -2,428.4% | -77.3% |
| All | +75.9% | +2,481.0% | -2,405.2% | -68.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MULL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling