+40.9%
MSTR vs IONQ
+58.7%
-17.7%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.4% | +2.9% | -3.2% |
| 7D | -11.5% | +16.8% | -28.3% | -17.4% |
| 30D | -24.8% | -11.1% | -13.7% | -22.6% |
| 3M | +20.6% | -31.7% | +52.4% | +35.3% |
| 6M | -38.0% | -44.8% | +6.8% | -26.4% |
| YTD | -24.7% | -31.2% | +6.5% | -19.3% |
| 1Y | -49.1% | -39.1% | -9.9% | -43.8% |
| 3Y | +124.7% | +189.5% | -64.8% | -1.7% |
| 5Y | +40.9% | +53.2% | -12.2% | -51.9% |
| All | +40.9% | +58.7% | -17.7% | -51.9% |
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