+644.3%
KLAC vs IONQ
+242.8%
+401.4%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.8% | +2.5% | -2.2% |
| 7D | +6.2% | +1.3% | +4.9% | +5.9% |
| 30D | -5.0% | -10.3% | +5.3% | -3.3% |
| 3M | -14.4% | -32.7% | +18.3% | -8.6% |
| 6M | +28.3% | +6.3% | +22.0% | +25.0% |
| YTD | +51.1% | -15.0% | +66.1% | +51.0% |
| 1Y | +100.4% | -13.3% | +113.7% | +95.1% |
| 3Y | +276.3% | +97.2% | +179.1% | +165.9% |
| 5Y | +452.1% | +278.7% | +173.3% | +175.7% |
| All | +644.3% | +242.8% | +401.4% | +267.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 IONQ 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