+135.8%
IONQ vs JD
+14.9%
+120.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +3.3% | -13.8% | -11.8% |
| 7D | -16.7% | +11.7% | -28.4% | -20.3% |
| 30D | -38.9% | +8.1% | -47.0% | -40.8% |
| 3M | -33.8% | -12.0% | -21.8% | -30.9% |
| 6M | -44.9% | -3.5% | -41.4% | -45.0% |
| YTD | -41.1% | +3.3% | -44.4% | -42.4% |
| 1Y | -52.3% | -7.4% | -44.9% | -51.4% |
| All | +135.8% | +14.9% | +120.9% | +113.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling