+137.8%
MSTR vs IONQ
+210.5%
-72.7%
-82.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.6% | -1.0% | -2.6% | -3.3% |
| 7D | -10.7% | +16.7% | -27.4% | -15.8% |
| 30D | -21.6% | -12.3% | -9.3% | -19.3% |
| 3M | +24.4% | -17.7% | +42.1% | +30.0% |
| 6M | -35.5% | -28.9% | -6.5% | -30.4% |
| YTD | -20.3% | -22.0% | +1.7% | -18.2% |
| 1Y | -49.3% | -36.8% | -12.5% | -45.5% |
| 3Y | +137.8% | +228.2% | -90.5% | +16.0% |
| All | +137.8% | +210.5% | -72.7% | +16.0% |
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 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