+185.7%
IONQ vs TKO
+335.0%
-149.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.7% | -6.7% | -7.9% |
| 7D | +16.8% | +2.6% | +14.1% | +15.5% |
| 30D | -11.1% | +11.6% | -22.8% | -16.1% |
| 3M | -31.7% | -0.1% | -31.6% | -31.9% |
| 6M | -44.8% | +6.7% | -51.5% | -47.6% |
| YTD | -31.2% | -6.0% | -25.2% | -30.0% |
| 1Y | -39.1% | +8.5% | -47.7% | -42.7% |
| 3Y | +189.5% | +150.9% | +38.5% | +79.5% |
| 5Y | +53.2% | +274.0% | -220.9% | -32.1% |
| All | +185.7% | +335.0% | -149.3% | +18.3% |
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