+100.4%
KLAC vs IONQ
-7.9%
+108.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.8% | +2.5% | -2.0% |
| 7D | +6.2% | +1.3% | +4.9% | +5.9% |
| 30D | -5.0% | -10.3% | +5.3% | -2.9% |
| 3M | -14.4% | -32.7% | +18.3% | -8.1% |
| 6M | +28.3% | +6.3% | +22.0% | +28.0% |
| YTD | +51.1% | -15.0% | +66.1% | +53.6% |
| 1Y | +100.4% | -13.3% | +113.7% | +106.6% |
| All | +100.4% | -7.9% | +108.2% | +106.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling