+167.4%
IONQ vs MSI
+233.5%
-66.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MSI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.5% |
| 7D | -11.5% | +3.2% | -14.7% | -13.2% |
| 30D | -8.1% | +17.6% | -25.7% | -18.1% |
| 3M | -35.8% | +14.5% | -50.3% | -42.0% |
| 6M | -47.7% | +34.3% | -82.0% | -58.5% |
| YTD | -35.6% | +39.7% | -75.4% | -51.9% |
| 1Y | -36.4% | +40.2% | -76.6% | -52.8% |
| 3Y | +150.0% | +77.1% | +72.9% | +38.2% |
| 5Y | +43.3% | +124.0% | -80.7% | -40.9% |
| All | +167.4% | +233.5% | -66.1% | -6.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MSI.
Daily Out/Under-Performance
Portfolio return minus MSI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSI 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 MSI 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