+108.3%
IONQ vs MAGS
+128.5%
-20.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.4% | +2.7% | +3.5% |
| 7D | +0.8% | +0.5% | +0.3% | -0.1% |
| 30D | -1.0% | +1.5% | -2.5% | -3.4% |
| 3M | -39.8% | +0.5% | -40.3% | -40.0% |
| 6M | +6.4% | +11.6% | -5.1% | -8.8% |
| YTD | -11.9% | +5.3% | -17.2% | -17.6% |
| 1Y | -6.2% | +14.9% | -21.0% | -22.5% |
| All | +108.3% | +128.5% | -20.1% | -26.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling