+195.7%
MRVL vs IONQ
+172.7%
+23.0%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | -6.4% | +1.7% | -3.1% |
| 7D | +11.0% | -11.5% | +22.5% | +14.4% |
| 30D | -36.1% | -8.1% | -28.0% | -34.8% |
| 3M | -29.4% | -35.8% | +6.4% | -22.0% |
| 6M | -11.9% | -47.7% | +35.9% | +2.4% |
| YTD | +84.8% | -35.6% | +120.4% | +100.3% |
| 1Y | +79.4% | -36.4% | +115.8% | +92.7% |
| 3Y | +195.7% | +150.0% | +45.7% | +91.1% |
| All | +195.7% | +172.7% | +23.0% | +91.1% |
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