+1,106.1%
MUU vs IONQ
+275.8%
+830.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.0% | -1.6% | -2.1% |
| 7D | -32.5% | +16.7% | -49.1% | -36.1% |
| 30D | -55.2% | -12.3% | -42.9% | -51.5% |
| 3M | -40.7% | -17.7% | -23.0% | -34.3% |
| 6M | -43.9% | -28.9% | -15.0% | -31.0% |
| YTD | +203.2% | -22.0% | +225.2% | +250.7% |
| 1Y | +257.0% | -36.8% | +293.8% | +341.5% |
| All | +1,106.1% | +275.8% | +830.3% | +726.3% |
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