+33.2%
KO vs IONQ
-16.9%
+50.0%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.4% | +3.7% | +0.2% |
| 7D | -1.1% | -5.6% | +4.5% | -1.3% |
| 30D | +1.6% | -15.2% | +16.8% | +0.9% |
| 3M | +5.8% | -34.9% | +40.7% | +4.4% |
| 6M | +14.3% | +4.9% | +9.4% | +14.8% |
| YTD | +27.3% | -17.9% | +45.2% | +27.3% |
| 1Y | +33.2% | -16.0% | +49.2% | +32.8% |
| All | +33.2% | -16.9% | +50.0% | +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