-6.2%
IONQ vs MKC
-23.4%
+17.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +0.8% |
| 7D | +0.8% | -5.9% | +6.7% | -2.4% |
| 30D | -1.0% | -0.9% | -0.2% | -1.3% |
| 3M | -39.8% | +12.7% | -52.5% | -35.1% |
| 6M | +6.4% | -19.3% | +25.7% | -7.3% |
| YTD | -11.9% | -22.2% | +10.2% | -26.8% |
| 1Y | -6.2% | -23.3% | +17.2% | -18.4% |
| All | -6.2% | -23.4% | +17.3% | -18.4% |
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