+157.7%
IONQ vs KVYO
-55.7%
+213.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KVYO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -9.1% | +3.3% | -2.9% |
| 7D | +1.3% | -15.7% | +17.1% | +6.7% |
| 30D | -10.3% | -9.0% | -1.4% | -8.6% |
| 3M | -32.7% | +10.1% | -42.8% | -37.3% |
| 6M | +6.3% | -20.6% | +27.0% | +4.3% |
| YTD | -15.0% | -49.9% | +34.9% | +0.1% |
| 1Y | -13.3% | -49.4% | +36.1% | +1.4% |
| All | +157.7% | -55.7% | +213.4% | +194.6% |
Cumulative growth
Daily Returns
Daily percentage return beside KVYO.
Daily Out/Under-Performance
Portfolio return minus KVYO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KVYO 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 KVYO 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