+150.0%
IONQ vs MA
+70.7%
+79.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.7% | -7.0% |
| 7D | -11.5% | +1.3% | -12.8% | -12.0% |
| 30D | -8.1% | +9.6% | -17.7% | -12.5% |
| 3M | -35.8% | +16.8% | -52.6% | -41.3% |
| 6M | -47.7% | +35.2% | -82.9% | -57.3% |
| YTD | -35.6% | +16.6% | -52.2% | -40.7% |
| 1Y | -36.4% | +19.8% | -56.2% | -43.2% |
| 3Y | +150.0% | +70.7% | +79.3% | +86.1% |
| All | +150.0% | +70.7% | +79.3% | +86.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling