+185.7%
IONQ vs MA
+88.7%
+97.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.2% | -8.2% | -8.4% |
| 7D | +16.8% | -0.5% | +17.3% | +17.3% |
| 30D | -11.1% | +7.9% | -19.0% | -17.2% |
| 3M | -31.7% | +16.8% | -48.5% | -41.2% |
| 6M | -44.8% | +31.0% | -75.8% | -58.4% |
| YTD | -31.2% | +15.0% | -46.3% | -41.8% |
| 1Y | -39.1% | +17.0% | -56.2% | -49.7% |
| 3Y | +189.5% | +68.5% | +121.0% | +61.7% |
| 5Y | +53.2% | +85.0% | -31.8% | -22.3% |
| All | +185.7% | +88.7% | +97.0% | +43.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MA.
Daily Out/Under-Performance
Portfolio return minus MA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MA 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 MA 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