+167.4%
IONQ vs MKC
-44.1%
+211.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.6% | -6.2% |
| 7D | -11.5% | -3.0% | -8.5% | -11.9% |
| 30D | -8.1% | +4.8% | -12.9% | -7.5% |
| 3M | -35.8% | -12.8% | -23.0% | -36.5% |
| 6M | -47.7% | +5.0% | -52.8% | -47.5% |
| YTD | -35.6% | -29.1% | -6.6% | -36.6% |
| 1Y | -36.4% | -26.4% | -10.0% | -37.2% |
| 3Y | +150.0% | -21.6% | +171.7% | +141.9% |
| 5Y | +43.3% | -35.2% | +78.6% | +44.6% |
| All | +167.4% | -44.1% | +211.5% | +170.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling