+326.0%
IONQ vs MAGS
+184.9%
+141.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MAGS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -5.9% |
| 7D | -11.5% | +1.7% | -13.1% | -13.6% |
| 30D | -8.1% | -5.8% | -2.3% | +2.1% |
| 3M | -35.8% | +0.2% | -36.0% | -35.3% |
| 6M | -47.7% | -2.7% | -45.1% | -44.3% |
| YTD | -35.6% | +4.1% | -39.7% | -37.9% |
| 1Y | -36.4% | +7.5% | -43.9% | -41.2% |
| 3Y | +150.0% | +122.0% | +28.0% | -12.0% |
| All | +326.0% | +184.9% | +141.0% | +8.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling