+1,000.7%
MUU vs IONQ
+250.4%
+750.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.2% | +23.4% | -14.2% | -1.7% |
| 7D | -42.8% | +8.6% | -51.4% | -44.0% |
| 30D | -63.6% | -21.1% | -42.5% | -58.7% |
| 3M | -48.5% | -17.9% | -30.7% | -43.2% |
| 6M | -36.9% | -37.9% | +1.0% | -17.9% |
| YTD | +176.7% | -27.3% | +204.0% | +230.0% |
| 1Y | +266.3% | -43.2% | +309.5% | +371.0% |
| All | +1,000.7% | +250.4% | +750.3% | +677.4% |
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 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