+228.8%
MU vs IONQ
-41.6%
+270.4%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -6.4% | +3.9% | -0.3% |
| 7D | +12.8% | -11.5% | +24.3% | +17.3% |
| 30D | -14.9% | -8.1% | -6.8% | -12.9% |
| 3M | -18.0% | -35.8% | +17.7% | -6.3% |
| 6M | -3.1% | -47.7% | +44.6% | +16.5% |
| YTD | +172.9% | -35.6% | +208.5% | +216.2% |
| 1Y | +228.8% | -36.4% | +265.2% | +276.1% |
| All | +228.8% | -41.6% | +270.4% | +276.1% |
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 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