+1,362.4%
MU vs IONQ
+128.7%
+1,233.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.1% | +1.3% | +4.8% | +5.8% |
| 7D | +9.0% | +0.8% | +8.2% | +8.8% |
| 30D | +13.8% | -1.0% | +14.8% | +13.6% |
| 3M | +2.1% | -39.8% | +41.9% | +12.9% |
| 6M | +153.8% | +6.4% | +147.4% | +149.3% |
| YTD | +256.4% | -11.9% | +268.3% | +258.0% |
| 1Y | +719.8% | -6.2% | +725.9% | +694.3% |
| All | +1,362.4% | +128.7% | +1,233.7% | +867.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling