+202.0%
IONQ vs KMB
+0.6%
+201.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.8% | +25.3% | +22.9% |
| 7D | +8.6% | +0.5% | +8.1% | +8.9% |
| 30D | -21.1% | +12.4% | -33.5% | -18.7% |
| 3M | -17.9% | +1.0% | -18.9% | -17.5% |
| 6M | -37.9% | +12.1% | -50.1% | -35.6% |
| YTD | -27.3% | +11.6% | -38.9% | -24.6% |
| 1Y | -43.2% | +13.1% | -56.3% | -40.8% |
| 3Y | +191.0% | +1.6% | +189.4% | +200.2% |
| 5Y | +69.3% | -0.3% | +69.6% | +71.9% |
| All | +202.0% | +0.6% | +201.4% | +226.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling