+9.0%
MSFT vs IONQ
-47.0%
+56.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | -1.5% | +8.2% | +6.8% |
| 7D | +4.7% | -8.9% | +13.6% | +5.6% |
| 30D | +5.8% | -31.3% | +37.1% | +9.7% |
| 3M | +13.0% | -29.2% | +42.2% | +16.2% |
| 6M | +34.9% | -35.4% | +70.4% | +37.2% |
| YTD | +15.7% | -34.2% | +49.8% | +13.9% |
| 1Y | +9.0% | -44.7% | +53.6% | +7.8% |
| All | +9.0% | -47.0% | +56.0% | +7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 1y: compounded portfolio wealth divided by compounded IONQ 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…
1y analysis · Full analysis span regression · 6 months rolling