+240.3%
IONQ vs KNX
+73.0%
+167.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.5% | +1.3% | +0.7% |
| 7D | -7.0% | -5.6% | -1.4% | -3.7% |
| 30D | -18.7% | -4.4% | -14.3% | -16.3% |
| 3M | -36.6% | -17.3% | -19.3% | -29.2% |
| 6M | +7.2% | +22.6% | -15.4% | -6.7% |
| YTD | -18.1% | +31.1% | -49.2% | -32.3% |
| 1Y | -21.9% | +60.2% | -82.1% | -44.8% |
| 3Y | +86.7% | +35.8% | +51.0% | +45.1% |
| 5Y | +267.5% | +38.9% | +228.6% | +177.9% |
| All | +240.3% | +73.0% | +167.3% | +135.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KNX.
Daily Out/Under-Performance
Portfolio return minus KNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KNX 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 KNX 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