+392.9%
MRVL vs IONQ
+255.2%
+137.6%
-61.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.0% | +1.3% | +5.8% | +6.7% |
| 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% | -20.2% |
| 6M | +186.5% | +6.4% | +180.0% | +180.7% |
| YTD | +163.4% | -11.9% | +175.4% | +164.4% |
| 1Y | +249.5% | -6.2% | +255.6% | +234.4% |
| 3Y | +289.4% | +125.7% | +163.7% | +148.4% |
| 5Y | +270.2% | +296.0% | -25.7% | +59.1% |
| All | +392.9% | +255.2% | +137.6% | +112.4% |
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