+202.0%
IONQ vs KDP
+33.1%
+169.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.7% | +24.1% | +23.4% |
| 7D | +8.6% | +2.2% | +6.4% | +8.8% |
| 30D | -21.1% | +19.9% | -41.0% | -20.5% |
| 3M | -17.9% | +21.5% | -39.4% | -17.3% |
| 6M | -37.9% | +30.1% | -68.1% | -37.6% |
| YTD | -27.3% | +34.9% | -62.2% | -27.0% |
| 1Y | -43.2% | +43.4% | -86.6% | -43.3% |
| 3Y | +191.0% | +29.1% | +161.9% | +186.2% |
| 5Y | +69.3% | +15.0% | +54.3% | +77.0% |
| All | +202.0% | +33.1% | +169.0% | +240.2% |
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