+49.9%
MSTR vs IONQ
+52.1%
-2.2%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +23.4% | -23.7% | -8.5% |
| 7D | -1.2% | +8.6% | -9.8% | -5.2% |
| 30D | -15.9% | -21.1% | +5.2% | -9.8% |
| 3M | +33.1% | -17.9% | +51.0% | +39.9% |
| 6M | -31.0% | -37.9% | +7.0% | -21.4% |
| YTD | -15.1% | -27.3% | +12.2% | -10.6% |
| 1Y | -45.6% | -43.2% | -2.4% | -38.6% |
| 3Y | +180.5% | +191.0% | -10.5% | +23.8% |
| All | +49.9% | +52.1% | -2.2% | -48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling