-20.2%
IONQ vs KRMN
+35.0%
-55.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KRMN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -9.4% | 0.0% | -4.9% |
| 7D | +16.8% | +26.2% | -9.4% | +3.5% |
| 30D | -11.1% | +34.3% | -45.5% | -24.3% |
| 3M | -31.7% | -34.6% | +2.9% | -19.1% |
| 6M | -44.8% | -35.2% | -9.6% | -36.0% |
| YTD | -31.2% | -44.6% | +13.4% | -15.6% |
| 1Y | -39.1% | -40.2% | +1.1% | -28.0% |
| All | -20.2% | +35.0% | -55.2% | -48.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KRMN.
Daily Out/Under-Performance
Portfolio return minus KRMN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KRMN 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 KRMN 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