-44.7%
IONQ vs MKC
-18.2%
-26.4%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +5.4% | -6.9% | +1.0% |
| 7D | -8.9% | +9.6% | -18.5% | -4.8% |
| 30D | -31.3% | +12.0% | -43.3% | -27.3% |
| 3M | -29.2% | -2.0% | -27.2% | -29.1% |
| 6M | -35.4% | +7.2% | -42.6% | -32.6% |
| YTD | -34.2% | -23.7% | -10.4% | -42.6% |
| 1Y | -44.7% | -18.3% | -26.4% | -46.2% |
| All | -44.7% | -18.2% | -26.4% | -46.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 MKC 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