+162.5%
MSTR vs IONQ
+159.6%
+2.9%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -6.4% | +4.0% | -0.2% |
| 7D | -13.4% | -11.5% | -2.0% | -10.0% |
| 30D | -22.1% | -8.1% | -14.0% | -20.8% |
| 3M | +15.0% | -35.8% | +50.7% | +31.4% |
| 6M | -37.3% | -47.7% | +10.4% | -24.3% |
| YTD | -26.5% | -35.6% | +9.1% | -19.5% |
| 1Y | -46.5% | -36.4% | -10.1% | -41.8% |
| 3Y | +121.1% | +150.0% | -29.0% | +5.5% |
| 5Y | +37.5% | +43.3% | -5.8% | -45.6% |
| All | +162.5% | +159.6% | +2.9% | -28.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling