+37.2%
IONQ vs MS
+110.9%
-73.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -5.9% | -4.6% | -3.2% |
| 7D | -16.7% | -3.4% | -13.3% | -13.0% |
| 30D | -38.9% | -3.9% | -35.0% | -35.6% |
| 3M | -33.8% | -15.9% | -17.9% | -17.8% |
| 6M | -44.9% | -2.5% | -42.5% | -42.7% |
| YTD | -41.1% | +5.1% | -46.2% | -43.6% |
| 1Y | -52.3% | +13.0% | -65.3% | -58.0% |
| 3Y | +128.2% | +160.7% | -32.4% | -20.4% |
| 5Y | +37.2% | +114.0% | -76.9% | -44.1% |
| All | +37.2% | +110.9% | -73.8% | -44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS 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 MS 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