+202.0%
IONQ vs MSCI
+51.4%
+150.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.3% | +25.7% | +25.3% |
| 7D | +8.6% | +2.8% | +5.8% | +5.5% |
| 30D | -21.1% | +15.4% | -36.5% | -30.7% |
| 3M | -17.9% | +13.4% | -31.3% | -27.5% |
| 6M | -37.9% | +10.9% | -48.9% | -46.0% |
| YTD | -27.3% | +13.0% | -40.3% | -38.7% |
| 1Y | -43.2% | +12.0% | -55.2% | -51.9% |
| 3Y | +191.0% | +34.1% | +156.9% | +88.9% |
| 5Y | +69.3% | +3.9% | +65.4% | +43.9% |
| All | +202.0% | +51.4% | +150.7% | +107.2% |
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