+281.4%
IONQ vs KNX
+41.0%
+240.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.8% | -2.9% | -4.0% |
| 7D | +1.3% | +2.3% | -1.0% | -0.1% |
| 30D | -10.3% | +0.5% | -10.8% | -10.3% |
| 3M | -32.7% | -14.1% | -18.6% | -26.2% |
| 6M | +6.3% | +19.8% | -13.4% | -7.0% |
| YTD | -15.0% | +32.7% | -47.7% | -31.3% |
| 1Y | -13.3% | +62.3% | -75.6% | -40.9% |
| 3Y | +97.2% | +36.8% | +60.4% | +49.2% |
| All | +281.4% | +41.0% | +240.4% | +179.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling