+91.9%
IONQ vs KMB
+1.1%
+90.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | +0.1% | -1.2% |
| 7D | +16.7% | +6.0% | +10.6% | +18.0% |
| 30D | -12.3% | +13.5% | -25.8% | -10.2% |
| 3M | -17.7% | +3.8% | -21.5% | -17.0% |
| 6M | -28.9% | +15.6% | -44.5% | -26.6% |
| YTD | -22.0% | +14.0% | -36.0% | -19.5% |
| 1Y | -36.8% | +12.9% | -49.7% | -34.8% |
| 3Y | +228.2% | +3.7% | +224.5% | +234.9% |
| 5Y | +91.9% | -0.1% | +92.0% | +87.1% |
| All | +91.9% | +1.1% | +90.9% | +87.1% |
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 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