+915.5%
MU vs IONQ
+217.7%
+697.8%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +8.3% | -2.1% | +4.6% |
| 7D | -12.0% | +25.5% | -37.5% | -15.9% |
| 30D | -28.7% | -11.4% | -17.3% | -27.2% |
| 3M | -16.4% | -20.5% | +4.0% | -13.3% |
| 6M | -1.8% | -28.2% | +26.4% | +3.8% |
| YTD | +157.1% | -21.2% | +178.3% | +162.1% |
| 1Y | +208.5% | -40.4% | +248.9% | +226.9% |
| 3Y | +906.2% | +214.7% | +691.5% | +608.7% |
| 5Y | +893.4% | +56.9% | +836.5% | +544.1% |
| All | +915.5% | +217.7% | +697.8% | +455.8% |
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 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