+185.7%
IONQ vs KMB
-0.5%
+186.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.5% | -7.9% | -9.8% |
| 7D | +16.8% | -3.0% | +19.7% | +15.9% |
| 30D | -11.1% | +9.1% | -20.2% | -9.2% |
| 3M | -31.7% | -0.4% | -31.3% | -31.7% |
| 6M | -44.8% | +13.0% | -57.7% | -42.8% |
| YTD | -31.2% | +10.3% | -41.6% | -28.9% |
| 1Y | -39.1% | +8.2% | -47.4% | -37.3% |
| 3Y | +189.5% | +0.4% | +189.1% | +197.5% |
| 5Y | +53.2% | -2.7% | +55.9% | +53.0% |
| All | +185.7% | -0.5% | +186.2% | +207.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KMB.
Daily Out/Under-Performance
Portfolio return minus KMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMB 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 KMB 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