+185.7%
IONQ vs JD
-64.2%
+249.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.3% | -8.1% | -8.9% |
| 7D | +16.8% | -4.0% | +20.8% | +18.7% |
| 30D | -11.1% | +2.7% | -13.8% | -12.1% |
| 3M | -31.7% | -13.0% | -18.7% | -28.3% |
| 6M | -44.8% | -12.7% | -32.1% | -42.6% |
| YTD | -31.2% | -0.8% | -30.4% | -31.7% |
| 1Y | -39.1% | -8.9% | -30.2% | -37.5% |
| 3Y | +189.5% | +17.0% | +172.5% | +154.6% |
| 5Y | +53.2% | -63.5% | +116.6% | +91.6% |
| All | +185.7% | -64.2% | +249.9% | +255.9% |
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