-49.3%
MSTR vs IONQ
-40.2%
-9.1%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.2% |
| 7D | -10.7% | +16.7% | -27.4% | -17.7% |
| 30D | -21.6% | -12.3% | -9.3% | -18.1% |
| 3M | +24.4% | -17.7% | +42.1% | +32.4% |
| 6M | -35.5% | -28.9% | -6.5% | -28.6% |
| YTD | -20.3% | -22.0% | +1.7% | -21.7% |
| 1Y | -49.3% | -36.8% | -12.5% | -47.0% |
| All | -49.3% | -40.2% | -9.1% | -47.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling