-16.0%
IONQ vs TKO
-2.5%
-13.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.8% | -2.7% | -3.0% |
| 7D | -5.6% | +0.1% | -5.7% | -5.6% |
| 30D | -15.2% | -2.6% | -12.6% | -14.1% |
| 3M | -34.9% | -7.8% | -27.2% | -32.7% |
| 6M | +4.9% | -7.0% | +11.9% | +7.4% |
| YTD | -17.9% | -8.5% | -9.4% | -13.5% |
| 1Y | -16.0% | -1.3% | -14.7% | -18.6% |
| All | -16.0% | -2.5% | -13.5% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling