+202.0%
IONQ vs MA
+88.8%
+113.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.5% | +23.9% | +23.8% |
| 7D | +8.6% | +2.3% | +6.3% | +6.1% |
| 30D | -21.1% | +14.7% | -35.8% | -30.5% |
| 3M | -17.9% | +13.5% | -31.4% | -27.8% |
| 6M | -37.9% | +33.1% | -71.1% | -54.1% |
| YTD | -27.3% | +15.1% | -42.4% | -38.6% |
| 1Y | -43.2% | +18.7% | -61.9% | -53.8% |
| 3Y | +191.0% | +72.1% | +118.9% | +58.6% |
| 5Y | +69.3% | +92.8% | -23.5% | -14.8% |
| All | +202.0% | +88.8% | +113.3% | +51.0% |
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