+278.7%
IONQ vs MXL
+34.9%
+243.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +7.5% | -13.3% | -8.6% |
| 7D | +1.3% | +19.0% | -17.7% | -5.5% |
| 30D | -10.3% | +4.5% | -14.8% | -12.5% |
| 3M | -32.7% | -1.5% | -31.2% | -36.5% |
| 6M | +6.3% | +348.6% | -342.3% | -60.0% |
| YTD | -15.0% | +310.3% | -325.3% | -66.9% |
| 1Y | -13.3% | +344.7% | -358.0% | -68.4% |
| 3Y | +97.2% | +211.2% | -114.0% | -30.8% |
| 5Y | +278.7% | +34.8% | +243.9% | +155.1% |
| All | +278.7% | +34.9% | +243.8% | +155.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling