+274.7%
IONQ vs MKC
-38.8%
+313.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | +7.1% | -4.3% | +11.5% | +6.6% |
| 30D | -8.9% | -2.0% | -6.9% | -9.1% |
| 3M | -35.6% | +10.0% | -45.6% | -34.9% |
| 6M | +13.3% | -18.5% | +31.8% | +12.6% |
| YTD | -9.8% | -22.4% | +12.6% | -10.5% |
| 1Y | -1.3% | -23.6% | +22.3% | -1.7% |
| 3Y | +109.3% | -30.4% | +139.7% | +108.4% |
| 5Y | +304.7% | -34.2% | +338.9% | +318.5% |
| All | +274.7% | -38.8% | +313.5% | +281.7% |
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