+809.2%
MU vs IONQ
+137.6%
+671.6%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -17.5% | -10.5% | -6.9% | -15.4% |
| 7D | -29.7% | -16.7% | -13.1% | -27.0% |
| 30D | -37.2% | -38.9% | +1.7% | -30.9% |
| 3M | -26.5% | -33.8% | +7.3% | -20.7% |
| 6M | +2.6% | -44.9% | +47.5% | +14.6% |
| YTD | +130.1% | -41.1% | +171.2% | +149.2% |
| 1Y | +176.7% | -52.3% | +229.0% | +207.8% |
| 3Y | +813.1% | +128.2% | +684.9% | +586.1% |
| 5Y | +822.0% | +37.2% | +784.8% | +518.7% |
| All | +809.2% | +137.6% | +671.6% | +428.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling