+1,023.7%
MU vs IONQ
+206.2%
+817.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +11.9% | -2.7% | +14.5% | +12.4% |
| 7D | +2.0% | +15.3% | -13.3% | -0.9% |
| 30D | -18.0% | -6.1% | -11.9% | -17.1% |
| 3M | -6.6% | -21.6% | +15.0% | -2.8% |
| 6M | +2.0% | -40.1% | +42.2% | +11.4% |
| YTD | +184.5% | -24.1% | +208.6% | +191.9% |
| 1Y | +236.9% | -37.4% | +274.3% | +254.6% |
| 3Y | +987.0% | +219.5% | +767.4% | +665.1% |
| 5Y | +1,014.6% | +76.9% | +937.7% | +611.6% |
| All | +1,023.7% | +206.2% | +817.6% | +519.1% |
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