+278.7%
IONQ vs TKO
+306.8%
-28.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | TKO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.2% | -3.6% | -4.4% |
| 7D | +1.3% | +0.7% | +0.6% | +0.9% |
| 30D | -10.3% | +0.9% | -11.2% | -11.2% |
| 3M | -32.7% | -6.2% | -26.6% | -30.9% |
| 6M | +6.3% | -5.6% | +12.0% | +8.2% |
| YTD | -15.0% | -7.8% | -7.2% | -12.4% |
| 1Y | -13.3% | -1.2% | -12.1% | -14.6% |
| 3Y | +97.2% | +106.5% | -9.3% | +25.2% |
| 5Y | +278.7% | +310.4% | -31.6% | -5.1% |
| All | +278.7% | +306.8% | -28.0% | -5.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling