+289.8%
MRVL vs IONQ
+128.7%
+161.1%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.3% | +5.8% | +6.8% |
| 7D | +3.2% | +0.8% | +2.4% | +3.0% |
| 30D | +5.9% | -1.0% | +7.0% | +5.8% |
| 3M | -29.3% | -39.8% | +10.5% | -20.8% |
| 6M | +186.5% | +6.4% | +180.0% | +182.7% |
| YTD | +163.4% | -11.9% | +175.4% | +165.7% |
| 1Y | +249.5% | -6.2% | +255.6% | +237.4% |
| All | +289.8% | +128.7% | +161.1% | +152.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling