+167.2%
IONQ vs MXL
+256.9%
-89.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.7% | -7.7% | -8.9% |
| 7D | +16.8% | +33.1% | -16.3% | +7.5% |
| 30D | -11.1% | -33.5% | +22.3% | -1.4% |
| 3M | -31.7% | -20.7% | -11.0% | -29.1% |
| 6M | -44.8% | -35.9% | -8.9% | -41.4% |
| YTD | -31.2% | +238.3% | -269.5% | -64.1% |
| 1Y | -39.1% | +296.2% | -335.4% | -70.3% |
| All | +167.2% | +256.9% | -89.7% | -9.0% |
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 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