-35.4%
IONQ vs MS
+3.3%
-38.7%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.2% | -5.7% | -6.8% |
| 7D | -8.9% | +2.6% | -11.6% | -12.0% |
| 30D | -31.3% | +2.6% | -33.9% | -33.3% |
| 3M | -29.2% | -10.1% | -19.1% | -18.2% |
| 6M | -35.4% | +4.4% | -39.8% | -42.2% |
| All | -35.4% | +3.3% | -38.7% | -42.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling