-44.7%
IONQ vs MAGS
+5.9%
-50.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.2% | -3.7% | -5.2% |
| 7D | -8.9% | -1.4% | -7.5% | -6.8% |
| 30D | -31.3% | -4.4% | -26.9% | -25.7% |
| 3M | -29.2% | +1.9% | -31.1% | -31.2% |
| 6M | -35.4% | +4.9% | -40.4% | -39.4% |
| YTD | -34.2% | +6.5% | -40.7% | -40.2% |
| 1Y | -44.7% | +6.3% | -51.0% | -49.3% |
| All | -44.7% | +5.9% | -50.5% | -49.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MAGS.
Daily Out/Under-Performance
Portfolio return minus MAGS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAGS 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 1y: compounded portfolio wealth divided by compounded MAGS 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…
1y analysis · Full analysis span regression · 6 months rolling