-16.0%
IONQ vs MXL
+329.6%
-345.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -3.0% | -0.4% | -2.9% |
| 7D | -5.6% | +16.6% | -22.2% | -8.3% |
| 30D | -15.2% | +0.5% | -15.7% | -15.4% |
| 3M | -34.9% | -3.6% | -31.3% | -35.2% |
| 6M | +4.9% | +328.0% | -323.1% | -34.6% |
| YTD | -17.9% | +297.8% | -315.7% | -47.9% |
| 1Y | -16.0% | +339.4% | -355.4% | -51.0% |
| All | -16.0% | +329.6% | -345.6% | -51.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling