+206.1%
KLAC vs IONQ
+216.1%
-10.0%
-56.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.3% | +8.3% | +1.0% | +7.9% |
| 7D | -1.1% | +25.5% | -26.6% | -4.9% |
| 30D | -22.6% | -11.4% | -11.2% | -21.4% |
| 3M | -23.5% | -20.5% | -3.0% | -21.3% |
| 6M | -18.8% | -28.2% | +9.4% | -15.5% |
| YTD | +25.0% | -21.2% | +46.3% | +26.2% |
| 1Y | +27.5% | -40.4% | +67.9% | +32.6% |
| 3Y | +206.1% | +214.7% | -8.5% | +104.4% |
| All | +206.1% | +216.1% | -10.0% | +104.4% |
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