+46.0%
MSFT vs IONQ
+191.4%
-145.4%
-34.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -9.4% | +9.8% | +1.0% |
| 7D | -2.4% | +16.8% | -19.2% | -3.7% |
| 30D | -3.8% | -11.1% | +7.4% | -3.3% |
| 3M | +6.4% | -31.7% | +38.1% | +8.7% |
| 6M | +28.8% | -44.8% | +73.5% | +32.4% |
| YTD | +8.8% | -31.2% | +40.1% | +8.9% |
| 1Y | +3.2% | -39.1% | +42.3% | +3.6% |
| All | +46.0% | +191.4% | -145.4% | +23.6% |
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