+41.8%
IONQ vs MULL
+968.6%
-926.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +9.1% | +14.3% | +20.9% |
| 7D | +8.6% | -42.7% | +51.3% | +24.2% |
| 30D | -21.1% | -63.8% | +42.7% | +1.4% |
| 3M | -17.9% | -49.0% | +31.2% | -5.5% |
| 6M | -37.9% | -38.2% | +0.2% | -42.4% |
| YTD | -27.3% | +167.0% | -194.3% | -62.1% |
| 1Y | -43.2% | +247.7% | -290.9% | -74.2% |
| All | +41.8% | +968.6% | -926.8% | -68.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling