+43.2%
KO vs IONQ
-47.0%
+90.3%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.5% | +2.6% | +1.0% |
| 7D | +4.4% | -8.9% | +13.3% | +4.0% |
| 30D | +10.7% | -31.3% | +42.0% | +9.1% |
| 3M | +11.3% | -29.2% | +40.5% | +10.0% |
| 6M | +24.0% | -35.4% | +59.5% | +22.3% |
| YTD | +39.7% | -34.2% | +73.9% | +38.5% |
| 1Y | +43.2% | -44.7% | +87.9% | +42.3% |
| All | +43.2% | -47.0% | +90.3% | +42.3% |
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