+355.2%
IONQ vs MAGS
+185.8%
+169.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | 0.0% | -9.4% | -9.3% |
| 7D | +16.8% | +3.0% | +13.8% | +11.8% |
| 30D | -11.1% | -7.3% | -3.8% | +1.5% |
| 3M | -31.7% | +1.7% | -33.4% | -32.8% |
| 6M | -44.8% | -0.4% | -44.4% | -43.4% |
| YTD | -31.2% | +4.4% | -35.6% | -34.0% |
| 1Y | -39.1% | +5.1% | -44.2% | -41.6% |
| 3Y | +189.5% | +122.6% | +66.9% | +1.4% |
| All | +355.2% | +185.8% | +169.4% | +15.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling