+93.8%
IONQ vs OKE
+70.9%
+22.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | OKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.7% | -4.0% | -4.7% |
| 7D | +1.3% | -0.2% | +1.5% | +1.5% |
| 30D | -10.3% | +6.1% | -16.4% | -13.8% |
| 3M | -32.7% | +10.4% | -43.2% | -38.6% |
| 6M | +6.3% | +14.2% | -7.8% | -8.8% |
| YTD | -15.0% | +35.3% | -50.3% | -39.0% |
| 1Y | -13.3% | +40.6% | -53.9% | -40.6% |
| All | +93.8% | +70.9% | +22.9% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside OKE.
Daily Out/Under-Performance
Portfolio return minus OKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OKE 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 OKE 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