+235.8%
MSTR vs IONQ
+255.2%
-19.4%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +30.2% |
| 6M | -2.5% | +6.4% | -8.9% | -7.6% |
| YTD | -6.0% | -11.9% | +5.9% | -5.9% |
| 1Y | -56.4% | -6.2% | -50.3% | -58.9% |
| 3Y | +306.3% | +125.7% | +180.6% | +101.1% |
| 5Y | +100.5% | +296.0% | -195.5% | -46.4% |
| All | +235.8% | +255.2% | -19.4% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling