+202.0%
IONQ vs JD
-62.1%
+264.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.6% | +21.8% | +22.8% |
| 7D | +8.6% | +13.4% | -4.8% | +3.3% |
| 30D | -21.1% | +7.7% | -28.8% | -23.3% |
| 3M | -17.9% | -11.3% | -6.6% | -14.4% |
| 6M | -37.9% | -5.1% | -32.8% | -37.5% |
| YTD | -27.3% | +5.0% | -32.3% | -29.4% |
| 1Y | -43.2% | -5.6% | -37.6% | -42.4% |
| 3Y | +191.0% | +17.8% | +173.2% | +155.4% |
| 5Y | +69.3% | -57.2% | +126.4% | +103.9% |
| All | +202.0% | -62.1% | +264.1% | +268.2% |
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