+561.4%
IONQ vs KVUE
-20.4%
+581.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KVUE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.4% |
| 7D | -5.6% | -6.1% | +0.5% | -4.8% |
| 30D | -15.2% | -5.6% | -9.6% | -14.6% |
| 3M | -34.9% | -0.3% | -34.6% | -35.2% |
| 6M | +4.9% | +1.4% | +3.5% | +4.1% |
| YTD | -17.9% | +6.7% | -24.6% | -19.3% |
| 1Y | -16.0% | +1.0% | -17.0% | -16.0% |
| 3Y | +90.5% | -5.4% | +95.9% | +91.7% |
| All | +561.4% | -20.4% | +581.8% | +462.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KVUE.
Daily Out/Under-Performance
Portfolio return minus KVUE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVUE 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 KVUE 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