+126.0%
IONQ vs MKC
-30.0%
+156.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.1% |
| 7D | +0.8% | -5.9% | +6.7% | -0.4% |
| 30D | -1.0% | -0.9% | -0.2% | -1.1% |
| 3M | -39.8% | +12.7% | -52.5% | -38.3% |
| 6M | +6.4% | -19.3% | +25.7% | +4.2% |
| YTD | -11.9% | -22.2% | +10.2% | -14.0% |
| 1Y | -6.2% | -23.3% | +17.2% | -7.7% |
| All | +126.0% | -30.0% | +156.0% | +148.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling