+56.9%
IONQ vs MA
+93.0%
-36.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.5% | +7.9% | +7.9% |
| 7D | +25.5% | -0.3% | +25.8% | +25.7% |
| 30D | -11.4% | +11.3% | -22.7% | -21.0% |
| 3M | -20.5% | +16.7% | -37.1% | -33.1% |
| 6M | -28.2% | +32.8% | -61.0% | -49.1% |
| YTD | -21.2% | +15.6% | -36.9% | -35.5% |
| 1Y | -40.4% | +19.6% | -60.0% | -53.5% |
| 3Y | +214.7% | +72.1% | +142.6% | +47.8% |
| 5Y | +56.9% | +96.0% | -39.2% | -36.9% |
| All | +56.9% | +93.0% | -36.2% | -36.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling