+215.4%
IONQ vs MA
+91.1%
+124.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.3% | -2.9% | -2.9% |
| 7D | +15.3% | -1.8% | +17.1% | +17.2% |
| 30D | -6.1% | +11.0% | -17.1% | -14.7% |
| 3M | -21.6% | +17.9% | -39.5% | -33.1% |
| 6M | -40.1% | +33.2% | -73.3% | -55.6% |
| YTD | -24.1% | +16.5% | -40.6% | -36.5% |
| 1Y | -37.4% | +19.1% | -56.5% | -49.1% |
| 3Y | +219.5% | +70.6% | +148.9% | +76.4% |
| 5Y | +76.9% | +92.1% | -15.2% | -11.6% |
| All | +215.4% | +91.1% | +124.3% | +56.1% |
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