+265.1%
MU vs IONQ
-47.0%
+312.2%
-39.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.0% | -1.5% | -5.5% | -6.5% |
| 7D | -19.1% | -8.9% | -10.2% | -16.5% |
| 30D | -25.2% | -31.3% | +6.0% | -15.7% |
| 3M | -10.9% | -29.2% | +18.3% | -1.5% |
| 6M | +38.0% | -35.4% | +73.4% | +58.7% |
| YTD | +178.8% | -34.2% | +213.0% | +220.6% |
| 1Y | +265.1% | -44.7% | +309.8% | +335.7% |
| All | +265.1% | -47.0% | +312.2% | +335.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling