+187.7%
MSTR vs IONQ
+206.2%
-18.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.7% | +3.7% | +2.0% |
| 7D | -14.2% | +15.3% | -29.5% | -19.3% |
| 30D | -19.9% | -6.1% | -13.8% | -19.1% |
| 3M | +27.3% | -21.6% | +48.9% | +35.9% |
| 6M | -37.6% | -40.1% | +2.6% | -28.1% |
| YTD | -19.5% | -24.1% | +4.6% | -16.6% |
| 1Y | -47.1% | -37.4% | -9.7% | -42.3% |
| 3Y | +140.3% | +219.5% | -79.2% | +4.8% |
| 5Y | +49.5% | +76.9% | -27.4% | -44.8% |
| All | +187.7% | +206.2% | -18.4% | -25.4% |
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