+25.5%
IONQ vs MULL
+1,230.7%
-1,205.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.2% | -1.2% | -5.0% |
| 7D | -11.5% | +24.5% | -36.0% | -17.4% |
| 30D | -8.1% | -35.5% | +27.4% | +0.2% |
| 3M | -35.8% | -44.8% | +9.0% | -28.3% |
| 6M | -47.7% | -45.5% | -2.3% | -49.4% |
| YTD | -35.6% | +232.5% | -268.2% | -68.7% |
| 1Y | -36.4% | +343.3% | -379.6% | -73.1% |
| All | +25.5% | +1,230.7% | -1,205.2% | -74.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling