+978.0%
MU vs IONQ
+159.6%
+818.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.4% | +3.9% | -1.3% |
| 7D | +12.8% | -11.5% | +24.3% | +15.4% |
| 30D | -14.9% | -8.1% | -6.8% | -13.6% |
| 3M | -18.0% | -35.8% | +17.7% | -11.4% |
| 6M | -3.1% | -47.7% | +44.6% | +8.6% |
| YTD | +172.9% | -35.6% | +208.5% | +189.0% |
| 1Y | +228.8% | -36.4% | +265.2% | +247.0% |
| 3Y | +950.8% | +150.0% | +800.8% | +672.8% |
| 5Y | +931.3% | +43.3% | +887.9% | +584.5% |
| All | +978.0% | +159.6% | +818.4% | +512.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling