+31.4%
MSTR vs IONQ
-35.5%
+66.9%
-23.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -10.5% | +1.2% | -3.5% |
| 7D | -8.7% | -16.7% | +8.0% | +0.8% |
| 30D | -21.4% | -38.9% | +17.5% | -0.6% |
| 3M | +31.4% | -33.8% | +65.3% | +58.0% |
| All | +31.4% | -35.5% | +66.9% | +58.0% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling