+288.8%
KLAC vs IONQ
+129.9%
+158.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.4% | -0.6% | +1.4% |
| 7D | +10.6% | +7.1% | +3.5% | +9.4% |
| 30D | -4.5% | -8.9% | +4.4% | -3.2% |
| 3M | -10.3% | -35.6% | +25.3% | -4.5% |
| 6M | +40.9% | +13.3% | +27.6% | +37.0% |
| YTD | +56.1% | -9.8% | +65.9% | +55.1% |
| 1Y | +109.0% | -1.3% | +110.3% | +101.5% |
| 3Y | +288.8% | +109.3% | +179.6% | +181.0% |
| All | +288.8% | +129.9% | +158.9% | +181.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling