+122.9%
KO vs IONQ
+159.6%
-36.7%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -6.4% | +8.3% | +1.8% |
| 7D | +3.7% | -11.5% | +15.2% | +3.6% |
| 30D | +8.1% | -8.1% | +16.2% | +8.1% |
| 3M | +14.2% | -35.8% | +50.0% | +13.8% |
| 6M | +25.2% | -47.7% | +72.9% | +24.7% |
| YTD | +44.7% | -35.6% | +80.4% | +44.5% |
| 1Y | +43.4% | -36.4% | +79.8% | +43.2% |
| 3Y | +90.1% | +150.0% | -60.0% | +88.5% |
| 5Y | +103.0% | +43.3% | +59.6% | +96.4% |
| All | +122.9% | +159.6% | -36.7% | +115.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling