+144.7%
IONQ vs KDP
+34.0%
+110.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KDP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.3% | -10.8% | -10.5% |
| 7D | -16.7% | +4.5% | -21.2% | -16.4% |
| 30D | -38.9% | +18.5% | -57.4% | -38.5% |
| 3M | -33.8% | +20.8% | -54.6% | -33.3% |
| 6M | -44.9% | +29.4% | -74.3% | -44.6% |
| YTD | -41.1% | +35.9% | -77.0% | -40.8% |
| 1Y | -52.3% | +42.5% | -94.8% | -52.3% |
| 3Y | +128.2% | +29.4% | +98.9% | +124.9% |
| 5Y | +37.2% | +15.8% | +21.4% | +43.5% |
| All | +144.7% | +34.0% | +110.7% | +175.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling