-36.2%
IONQ vs MULL
+260.4%
-296.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +12.3% | -4.0% | +5.6% |
| 7D | +25.5% | -27.1% | +52.6% | +32.7% |
| 30D | -11.4% | -54.2% | +42.8% | +2.9% |
| 3M | -20.5% | -42.0% | +21.5% | -13.2% |
| 6M | -28.2% | -43.5% | +15.3% | -28.2% |
| YTD | -21.2% | +199.9% | -221.2% | -48.1% |
| All | -36.2% | +260.4% | -296.6% | -60.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling