+52.8%
IONQ vs MS
+111.6%
-58.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.5% | +24.0% | +24.1% |
| 7D | +8.6% | -1.6% | +10.1% | +10.5% |
| 30D | -21.1% | -3.8% | -17.3% | -17.1% |
| 3M | -17.9% | -14.6% | -3.3% | 0.0% |
| 6M | -37.9% | -5.1% | -32.9% | -33.4% |
| YTD | -27.3% | +4.5% | -31.8% | -30.0% |
| 1Y | -43.2% | +13.5% | -56.7% | -50.3% |
| 3Y | +191.0% | +160.4% | +30.6% | +1.6% |
| All | +52.8% | +111.6% | -58.8% | -37.4% |
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