+1,272.2%
MUU vs IONQ
+210.2%
+1,062.0%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -6.4% | +1.2% | -2.3% |
| 7D | +24.7% | -11.5% | +36.1% | +31.6% |
| 30D | -35.1% | -8.1% | -27.1% | -31.3% |
| 3M | -44.3% | -35.8% | -8.5% | -31.2% |
| 6M | -44.4% | -47.7% | +3.3% | -22.5% |
| YTD | +244.9% | -35.6% | +280.6% | +334.4% |
| 1Y | +365.6% | -36.4% | +402.0% | +486.1% |
| All | +1,272.2% | +210.2% | +1,062.0% | +923.4% |
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 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