+211.4%
MRVL vs IONQ
+193.2%
+18.2%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.7% | +23.4% | -17.7% | 0.0% |
| 7D | -28.1% | +8.6% | -36.7% | -29.5% |
| 30D | -50.4% | -21.1% | -29.3% | -47.5% |
| 3M | -32.9% | -17.9% | -15.0% | -30.2% |
| 6M | -17.9% | -37.9% | +20.0% | -8.4% |
| YTD | +66.4% | -27.3% | +93.7% | +74.3% |
| 1Y | +51.5% | -43.2% | +94.7% | +65.1% |
| 3Y | +177.9% | +191.0% | -13.1% | +68.8% |
| 5Y | +100.0% | +69.3% | +30.8% | +3.0% |
| All | +211.4% | +193.2% | +18.2% | +40.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling