+191.0%
IONQ vs KHC
-12.7%
+203.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.8% | +26.2% | +22.5% |
| 7D | +8.6% | +1.1% | +7.5% | +9.1% |
| 30D | -21.1% | +12.0% | -33.1% | -18.4% |
| 3M | -17.9% | +0.2% | -18.0% | -17.3% |
| 6M | -37.9% | +10.3% | -48.3% | -35.9% |
| YTD | -27.3% | +6.7% | -34.0% | -25.0% |
| 1Y | -43.2% | +10.9% | -54.1% | -40.9% |
| 3Y | +191.0% | -12.6% | +203.6% | +138.4% |
| All | +191.0% | -12.7% | +203.7% | +138.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KHC.
Daily Out/Under-Performance
Portfolio return minus KHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KHC 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 3y: compounded portfolio wealth divided by compounded KHC 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…
3y analysis · Full analysis span regression · 6 months rolling