+53.6%
IONQ vs MULL
+1,100.2%
-1,046.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +12.3% | -4.0% | +5.0% |
| 7D | +25.5% | -27.1% | +52.6% | +34.6% |
| 30D | -11.4% | -54.2% | +42.8% | +7.0% |
| 3M | -20.5% | -42.0% | +21.5% | -11.6% |
| 6M | -28.2% | -43.5% | +15.3% | -30.8% |
| YTD | -21.2% | +199.9% | -221.2% | -60.2% |
| 1Y | -40.4% | +292.8% | -333.2% | -73.8% |
| All | +53.6% | +1,100.2% | -1,046.6% | -67.3% |
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