+52.8%
IONQ vs MKC
-32.7%
+85.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.3% | +26.7% | +22.9% |
| 7D | +8.6% | +2.3% | +6.2% | +9.1% |
| 30D | -21.1% | +8.1% | -29.2% | -20.1% |
| 3M | -17.9% | -6.4% | -11.4% | -18.2% |
| 6M | -37.9% | +1.8% | -39.7% | -37.5% |
| YTD | -27.3% | -26.9% | -0.4% | -28.3% |
| 1Y | -43.2% | -21.7% | -21.5% | -43.9% |
| 3Y | +191.0% | -18.7% | +209.7% | +181.8% |
| All | +52.8% | -32.7% | +85.5% | +170.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling