+32.7%
KO vs IONQ
-4.1%
+36.8%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.3% | -2.1% | -0.8% |
| 7D | -1.8% | +0.8% | -2.6% | -1.7% |
| 30D | +1.4% | -1.0% | +2.5% | +1.5% |
| 3M | +15.4% | -39.8% | +55.2% | +13.8% |
| 6M | +14.3% | +6.4% | +7.8% | +14.9% |
| YTD | +27.7% | -11.9% | +39.6% | +28.0% |
| 1Y | +32.7% | -6.2% | +38.8% | +32.8% |
| All | +32.7% | -4.1% | +36.8% | +32.8% |
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