+45.7%
IONQ vs KDP
+16.7%
+29.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.6% | -9.0% | -6.2% |
| 7D | -11.5% | -0.8% | -10.7% | -11.4% |
| 30D | -8.1% | +9.7% | -17.8% | -7.4% |
| 3M | -35.8% | +17.6% | -53.4% | -35.1% |
| 6M | -47.7% | +25.8% | -73.5% | -47.2% |
| YTD | -35.6% | +33.9% | -69.5% | -35.0% |
| 1Y | -36.4% | +38.9% | -75.3% | -36.0% |
| 3Y | +150.0% | +26.8% | +123.3% | +146.6% |
| All | +45.7% | +16.7% | +29.0% | +49.9% |
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