+167.2%
IONQ vs TKO
+152.5%
+14.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.7% | -6.7% | -7.7% |
| 7D | +16.8% | +2.6% | +14.1% | +15.4% |
| 30D | -11.1% | +11.6% | -22.8% | -16.5% |
| 3M | -31.7% | -0.1% | -31.6% | -31.9% |
| 6M | -44.8% | +6.7% | -51.5% | -48.1% |
| YTD | -31.2% | -6.0% | -25.2% | -29.8% |
| 1Y | -39.1% | +8.5% | -47.7% | -43.3% |
| All | +167.2% | +152.5% | +14.7% | +90.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling