+62.4%
KO vs IONQ
+98.6%
-36.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -5.8% | +4.8% | -1.0% |
| 7D | -0.8% | +1.3% | -2.1% | -0.7% |
| 30D | +0.8% | -10.3% | +11.1% | +0.6% |
| 3M | +8.3% | -32.7% | +41.1% | +7.7% |
| 6M | +14.0% | +6.3% | +7.7% | +14.5% |
| YTD | +26.9% | -15.0% | +41.9% | +27.1% |
| 1Y | +32.7% | -13.3% | +46.0% | +33.2% |
| All | +62.4% | +98.6% | -36.2% | +66.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling