+224.0%
IONQ vs KDP
+36.5%
+187.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.8% | -2.7% | -0.9% |
| 7D | +16.7% | +8.2% | +8.5% | +17.3% |
| 30D | -12.3% | +18.4% | -30.6% | -11.6% |
| 3M | -17.7% | +29.2% | -47.0% | -17.0% |
| 6M | -28.9% | +32.3% | -61.2% | -28.4% |
| YTD | -22.0% | +38.5% | -60.5% | -21.6% |
| 1Y | -36.8% | +48.5% | -85.3% | -36.8% |
| 3Y | +228.2% | +32.5% | +195.8% | +223.4% |
| 5Y | +91.9% | +19.7% | +72.3% | +100.7% |
| All | +224.0% | +36.5% | +187.4% | +265.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KDP.
Daily Out/Under-Performance
Portfolio return minus KDP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KDP 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 KDP 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