+522.5%
KLAC vs IONQ
+214.5%
+308.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.0% | +2.1% | +1.2% |
| 7D | -2.1% | +16.7% | -18.7% | -4.8% |
| 30D | -21.8% | -12.3% | -9.5% | -20.3% |
| 3M | -20.5% | -17.7% | -2.8% | -18.4% |
| 6M | -18.0% | -28.9% | +11.0% | -14.1% |
| YTD | +26.4% | -22.0% | +48.4% | +27.4% |
| 1Y | +26.3% | -36.8% | +63.1% | +30.6% |
| 3Y | +193.3% | +228.2% | -35.0% | +88.4% |
| 5Y | +297.2% | +91.9% | +205.3% | +129.7% |
| All | +522.5% | +214.5% | +308.0% | +210.0% |
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