+253.1%
IONQ vs MXL
+84.8%
+168.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.5% | -13.3% | -8.5% |
| 7D | +1.3% | +19.0% | -17.7% | -5.4% |
| 30D | -10.3% | +4.5% | -14.8% | -12.5% |
| 3M | -32.7% | -1.5% | -31.2% | -36.4% |
| 6M | +6.3% | +348.6% | -342.3% | -58.6% |
| YTD | -15.0% | +310.3% | -325.3% | -65.8% |
| 1Y | -13.3% | +344.7% | -358.0% | -67.2% |
| 3Y | +97.2% | +211.2% | -114.0% | -27.6% |
| 5Y | +278.7% | +34.8% | +243.9% | +133.9% |
| All | +253.1% | +84.8% | +168.3% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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