+240.3%
IONQ vs TKO
+324.8%
-84.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.4% |
| 7D | -7.0% | +2.3% | -9.3% | -8.2% |
| 30D | -18.7% | -2.5% | -16.2% | -17.8% |
| 3M | -36.6% | -10.6% | -26.0% | -33.2% |
| 6M | +7.2% | -5.1% | +12.3% | +8.7% |
| YTD | -18.1% | -8.2% | -9.9% | -15.5% |
| 1Y | -21.9% | -4.4% | -17.5% | -21.3% |
| 3Y | +86.7% | +100.4% | -13.6% | +29.3% |
| 5Y | +267.5% | +294.3% | -26.8% | +62.3% |
| All | +240.3% | +324.8% | -84.6% | +42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside TKO.
Daily Out/Under-Performance
Portfolio return minus TKO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TKO 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 TKO 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