+56.9%
IONQ vs KDP
+17.8%
+39.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.8% | +7.5% | +8.4% |
| 7D | +25.5% | +0.3% | +25.1% | +25.6% |
| 30D | -11.4% | +16.3% | -27.7% | -10.5% |
| 3M | -20.5% | +24.0% | -44.4% | -19.5% |
| 6M | -28.2% | +30.0% | -58.2% | -27.4% |
| YTD | -21.2% | +36.1% | -57.3% | -20.4% |
| 1Y | -40.4% | +46.8% | -87.2% | -40.1% |
| 3Y | +214.7% | +30.5% | +184.2% | +209.6% |
| 5Y | +56.9% | +17.9% | +39.0% | +61.8% |
| All | +56.9% | +17.8% | +39.1% | +61.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling