+109.3%
IONQ vs MXL
+186.9%
-77.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +6.0% | -3.6% | +0.7% |
| 7D | +7.1% | +15.5% | -8.4% | +2.7% |
| 30D | -8.9% | -11.3% | +2.4% | -6.1% |
| 3M | -35.6% | -16.1% | -19.4% | -34.8% |
| 6M | +13.3% | +323.0% | -309.8% | -44.2% |
| YTD | -9.8% | +281.5% | -291.3% | -54.0% |
| 1Y | -1.3% | +319.3% | -320.6% | -52.5% |
| 3Y | +109.3% | +189.4% | -80.1% | +10.3% |
| All | +109.3% | +186.9% | -77.6% | +10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling