+294.8%
IONQ vs KMB
-8.4%
+303.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +0.9% |
| 7D | +0.8% | -3.0% | +3.9% | +0.1% |
| 30D | -1.0% | -5.5% | +4.4% | -2.3% |
| 3M | -39.8% | +14.0% | -53.8% | -37.8% |
| 6M | +6.4% | +4.1% | +2.4% | +8.0% |
| YTD | -11.9% | +8.0% | -20.0% | -9.6% |
| 1Y | -6.2% | -13.7% | +7.6% | -7.9% |
| 3Y | +125.7% | -5.9% | +131.6% | +127.4% |
| All | +294.8% | -8.4% | +303.2% | +293.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling