+204.1%
MSTR vs IONQ
+137.6%
+66.5%
-89.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.3% | -10.5% | +1.2% | -5.6% |
| 7D | -8.7% | -16.7% | +8.0% | -2.7% |
| 30D | -21.4% | -38.9% | +17.5% | -6.8% |
| 3M | +31.4% | -33.8% | +65.3% | +50.6% |
| 6M | -30.8% | -44.9% | +14.1% | -17.1% |
| YTD | -14.9% | -41.1% | +26.2% | -2.4% |
| 1Y | -49.3% | -52.3% | +3.0% | -38.5% |
| 3Y | +184.8% | +128.2% | +56.6% | +41.8% |
| 5Y | +62.1% | +37.2% | +25.0% | -34.1% |
| All | +204.1% | +137.6% | +66.5% | -12.7% |
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