+52.3%
MSFT vs IONQ
+176.2%
-123.9%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +23.4% | -24.4% | -2.7% |
| 7D | +1.7% | +8.6% | -6.9% | +0.9% |
| 30D | +0.2% | -21.1% | +21.3% | +1.5% |
| 3M | +6.4% | -17.9% | +24.2% | +7.1% |
| 6M | +28.7% | -37.9% | +66.6% | +31.1% |
| YTD | +10.4% | -27.3% | +37.7% | +10.1% |
| 1Y | +7.6% | -43.2% | +50.8% | +8.4% |
| 3Y | +52.3% | +191.0% | -138.7% | +30.5% |
| All | +52.3% | +176.2% | -123.9% | +30.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling