+265.9%
IONQ vs JD
-63.2%
+329.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | JD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.9% | -0.6% | +0.6% |
| 7D | +0.8% | -1.7% | +2.5% | +1.5% |
| 30D | -1.0% | -13.2% | +12.1% | +4.1% |
| 3M | -39.8% | -3.2% | -36.6% | -39.5% |
| 6M | +6.4% | +15.2% | -8.8% | -0.2% |
| YTD | -11.9% | +2.0% | -13.9% | -13.3% |
| 1Y | -6.2% | -5.4% | -0.8% | -4.9% |
| 3Y | +125.7% | -9.1% | +134.8% | +119.4% |
| 5Y | +296.0% | -59.6% | +355.6% | +382.0% |
| All | +265.9% | -63.2% | +329.1% | +351.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling