+87.2%
IONQ vs MCK
+112.2%
-25.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.8% |
| 7D | -5.6% | -4.4% | -1.2% | -6.9% |
| 30D | -15.2% | -2.2% | -13.0% | -15.8% |
| 3M | -34.9% | +11.6% | -46.5% | -32.1% |
| 6M | +4.9% | -4.9% | +9.8% | +8.0% |
| YTD | -17.9% | +7.7% | -25.6% | -12.7% |
| 1Y | -16.0% | +25.2% | -41.2% | -9.8% |
| All | +87.2% | +112.2% | -25.0% | +184.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 MCK 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