+227.2%
IONQ vs JD
-63.0%
+290.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.5% | +10.8% | +9.3% |
| 7D | +25.5% | +7.9% | +17.5% | +21.6% |
| 30D | -11.4% | +4.8% | -16.2% | -13.1% |
| 3M | -20.5% | -13.9% | -6.5% | -16.2% |
| 6M | -28.2% | -5.8% | -22.4% | -27.7% |
| YTD | -21.2% | +2.4% | -23.6% | -22.8% |
| 1Y | -40.4% | -7.5% | -32.8% | -39.1% |
| 3Y | +214.7% | +20.9% | +193.8% | +173.2% |
| 5Y | +56.9% | -58.0% | +114.9% | +90.5% |
| All | +227.2% | -63.0% | +290.2% | +302.4% |
Cumulative growth
Daily Returns
Daily percentage return beside JD.
Daily Out/Under-Performance
Portfolio return minus JD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × JD 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 JD 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