+144.7%
IONQ vs KMB
+2.5%
+142.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +1.5% | -12.1% | -10.2% |
| 7D | -16.7% | +0.4% | -17.1% | -16.5% |
| 30D | -38.9% | +14.1% | -53.1% | -36.9% |
| 3M | -33.8% | -0.5% | -33.3% | -33.8% |
| 6M | -44.9% | +16.6% | -61.5% | -42.5% |
| YTD | -41.1% | +13.7% | -54.8% | -38.6% |
| 1Y | -52.3% | +16.1% | -68.4% | -50.1% |
| 3Y | +128.2% | +4.7% | +123.5% | +137.4% |
| 5Y | +37.2% | +1.5% | +35.6% | +39.8% |
| All | +144.7% | +2.5% | +142.2% | +165.4% |
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 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