+120.4%
MSTR vs IONQ
+295.2%
-174.8%
-84.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.3% | -2.7% | -1.8% |
| 7D | +12.2% | +0.8% | +11.4% | +12.1% |
| 30D | +45.2% | -1.0% | +46.2% | +45.2% |
| 3M | +10.4% | -39.8% | +50.2% | +29.5% |
| 6M | -2.5% | +6.4% | -8.9% | -7.4% |
| YTD | -6.0% | -11.9% | +5.9% | -5.8% |
| 1Y | -56.4% | -6.2% | -50.3% | -58.8% |
| 3Y | +306.3% | +125.7% | +180.6% | +109.3% |
| All | +120.4% | +295.2% | -174.8% | -18.1% |
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