+655.2%
KLAC vs IONQ
+255.2%
+400.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.3% | +1.3% | +6.0% | +7.1% |
| 7D | +5.7% | +0.8% | +4.9% | +5.6% |
| 30D | -3.6% | -1.0% | -2.6% | -3.7% |
| 3M | -12.8% | -39.8% | +27.0% | -5.3% |
| 6M | +26.1% | +6.4% | +19.6% | +22.8% |
| YTD | +53.3% | -11.9% | +65.2% | +52.3% |
| 1Y | +113.7% | -6.2% | +119.8% | +105.2% |
| 3Y | +274.9% | +125.7% | +149.2% | +157.6% |
| 5Y | +470.1% | +296.0% | +174.2% | +182.1% |
| All | +655.2% | +255.2% | +400.0% | +270.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling