+97.1%
KO vs IONQ
+230.3%
-133.2%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.8% | +0.5% |
| 7D | +0.2% | -7.0% | +7.3% | +0.2% |
| 30D | +1.8% | -18.7% | +20.5% | +1.6% |
| 3M | +7.7% | -36.6% | +44.3% | +7.3% |
| 6M | +15.3% | +7.2% | +8.0% | +15.4% |
| YTD | +28.0% | -18.1% | +46.1% | +28.0% |
| 1Y | +34.3% | -21.9% | +56.2% | +34.3% |
| 3Y | +63.8% | +86.7% | -22.9% | +63.3% |
| 5Y | +84.1% | +267.5% | -183.4% | +79.3% |
| All | +97.1% | +230.3% | -133.2% | +90.6% |
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