+272.3%
MRVL vs IONQ
+206.2%
+66.1%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | -2.7% | +12.0% | +10.0% |
| 7D | +5.6% | +15.3% | -9.7% | +1.9% |
| 30D | -36.5% | -6.1% | -30.4% | -35.5% |
| 3M | -20.5% | -21.6% | +1.1% | -16.3% |
| 6M | -1.1% | -40.1% | +39.0% | +11.3% |
| YTD | +99.0% | -24.1% | +123.1% | +106.2% |
| 1Y | +89.3% | -37.4% | +126.7% | +101.9% |
| 3Y | +211.6% | +219.5% | -7.9% | +85.3% |
| 5Y | +134.0% | +76.9% | +57.1% | +19.8% |
| All | +272.3% | +206.2% | +66.1% | +65.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 10y: compounded portfolio wealth divided by compounded IONQ 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…
10y analysis · Full analysis span regression · 6 months rolling