+150.0%
IONQ vs KNX
+33.3%
+116.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +3.3% | -9.7% | -8.5% |
| 7D | -11.5% | +9.2% | -20.7% | -16.2% |
| 30D | -8.1% | +0.9% | -9.0% | -8.4% |
| 3M | -35.8% | -12.7% | -23.1% | -30.2% |
| 6M | -47.7% | +7.3% | -55.1% | -50.6% |
| YTD | -35.6% | +23.1% | -58.7% | -45.2% |
| 1Y | -36.4% | +47.1% | -83.4% | -52.3% |
| 3Y | +150.0% | +33.3% | +116.8% | +77.6% |
| All | +150.0% | +33.3% | +116.8% | +77.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling