+227.2%
IONQ vs KMB
+3.9%
+223.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.2% | +5.1% | +9.1% |
| 7D | +25.5% | +3.4% | +22.1% | +26.7% |
| 30D | -11.4% | +14.7% | -26.1% | -8.3% |
| 3M | -20.5% | +3.3% | -23.7% | -19.7% |
| 6M | -28.2% | +16.8% | -45.0% | -24.9% |
| YTD | -21.2% | +15.2% | -36.5% | -17.7% |
| 1Y | -40.4% | +13.3% | -53.7% | -37.8% |
| 3Y | +214.7% | +5.4% | +209.3% | +227.7% |
| 5Y | +56.9% | +2.7% | +54.1% | +60.3% |
| All | +227.2% | +3.9% | +223.3% | +256.1% |
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