+227.2%
IONQ vs MSCI
+52.6%
+174.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +7.6% |
| 7D | +25.5% | +1.5% | +24.0% | +23.5% |
| 30D | -11.4% | +14.4% | -25.8% | -21.6% |
| 3M | -20.5% | +15.2% | -35.7% | -30.6% |
| 6M | -28.2% | +11.2% | -39.4% | -37.5% |
| YTD | -21.2% | +13.9% | -35.2% | -34.0% |
| 1Y | -40.4% | +12.5% | -52.9% | -49.6% |
| 3Y | +214.7% | +32.3% | +182.4% | +108.2% |
| 5Y | +56.9% | +4.9% | +52.0% | +32.4% |
| All | +227.2% | +52.6% | +174.6% | +123.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 10y: compounded portfolio wealth divided by compounded MSCI 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…
10y analysis · Full analysis span regression · 6 months rolling