+167.4%
IONQ vs KMB
+1.6%
+165.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.1% | -8.5% | -5.9% |
| 7D | -11.5% | +0.9% | -12.4% | -11.3% |
| 30D | -8.1% | +10.1% | -18.2% | -5.9% |
| 3M | -35.8% | 0.0% | -35.8% | -35.6% |
| 6M | -47.7% | +15.7% | -63.4% | -45.5% |
| YTD | -35.6% | +12.6% | -48.3% | -33.1% |
| 1Y | -36.4% | +10.1% | -46.5% | -34.1% |
| 3Y | +150.0% | +2.1% | +147.9% | +158.1% |
| 5Y | +43.3% | -0.7% | +44.0% | +44.0% |
| All | +167.4% | +1.6% | +165.8% | +189.4% |
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