+37.2%
IONQ vs MA
+97.3%
-60.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.5% | -8.0% | -8.1% |
| 7D | -16.7% | +3.2% | -19.9% | -19.5% |
| 30D | -38.9% | +15.9% | -54.9% | -47.7% |
| 3M | -33.8% | +15.2% | -49.0% | -43.7% |
| 6M | -44.9% | +32.4% | -77.3% | -60.9% |
| YTD | -41.1% | +15.6% | -56.7% | -51.7% |
| 1Y | -52.3% | +19.3% | -71.6% | -62.6% |
| 3Y | +128.2% | +73.0% | +55.3% | +6.8% |
| 5Y | +37.2% | +93.7% | -56.6% | -43.7% |
| All | +37.2% | +97.3% | -60.2% | -43.7% |
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