+215.4%
IONQ vs MXL
+54.9%
+160.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +11.4% | -14.0% | -6.9% |
| 7D | +15.3% | +5.5% | +9.8% | +12.3% |
| 30D | -6.1% | -32.6% | +26.5% | +6.9% |
| 3M | -21.6% | -13.1% | -8.5% | -20.9% |
| 6M | -40.1% | -41.4% | +1.3% | -34.1% |
| YTD | -24.1% | +243.9% | -268.0% | -68.5% |
| 1Y | -37.4% | +305.1% | -342.5% | -76.1% |
| 3Y | +219.5% | +260.1% | -40.5% | +1.4% |
| 5Y | +76.9% | -12.1% | +89.0% | +23.1% |
| All | +215.4% | +54.9% | +160.4% | +87.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling