+265.9%
IONQ vs MKC
-38.6%
+304.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.2% |
| 7D | +0.8% | -5.9% | +6.7% | +0.2% |
| 30D | -1.0% | -0.9% | -0.2% | -1.1% |
| 3M | -39.8% | +12.7% | -52.5% | -39.1% |
| 6M | +6.4% | -19.3% | +25.7% | +5.8% |
| YTD | -11.9% | -22.2% | +10.2% | -12.6% |
| 1Y | -6.2% | -23.3% | +17.2% | -6.5% |
| 3Y | +125.7% | -30.0% | +155.7% | +124.8% |
| 5Y | +296.0% | -33.8% | +329.8% | +309.4% |
| All | +265.9% | -38.6% | +304.5% | +272.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling