+265.9%
IONQ vs KNX
+83.2%
+182.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.5% | -1.0% |
| 7D | +0.8% | +7.4% | -6.6% | -3.4% |
| 30D | -1.0% | +2.0% | -3.0% | -1.9% |
| 3M | -39.8% | -7.9% | -31.9% | -36.9% |
| 6M | +6.4% | +14.4% | -7.9% | -3.4% |
| YTD | -11.9% | +38.9% | -50.8% | -29.7% |
| 1Y | -6.2% | +65.9% | -72.0% | -34.8% |
| 3Y | +125.7% | +35.8% | +89.9% | +75.6% |
| 5Y | +296.0% | +43.3% | +252.7% | +190.4% |
| All | +265.9% | +83.2% | +182.7% | +144.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling