0.0%
MSFT vs IONQ
-3.8%
+3.8%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.4% | -3.6% | -1.4% |
| 7D | -1.4% | +7.1% | -8.5% | -2.0% |
| 30D | -1.0% | -8.9% | +7.9% | -0.4% |
| 3M | +20.2% | -35.6% | +55.7% | +23.1% |
| 6M | +21.3% | +13.3% | +8.0% | +16.7% |
| YTD | +2.8% | -9.8% | +12.6% | -0.5% |
| 1Y | 0.0% | -1.3% | +1.3% | -4.1% |
| All | 0.0% | -3.8% | +3.8% | -4.1% |
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 2025-09-08 to 2026-09-08: 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling