-44.7%
IONQ vs KWEB
-34.1%
-10.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.5% | -6.0% | -5.2% |
| 7D | -8.9% | +5.8% | -14.7% | -13.5% |
| 30D | -31.3% | -1.0% | -30.3% | -30.5% |
| 3M | -29.2% | -15.8% | -13.4% | -17.0% |
| 6M | -35.4% | -14.9% | -20.5% | -25.3% |
| YTD | -34.2% | -28.6% | -5.6% | -5.6% |
| 1Y | -44.7% | -33.9% | -10.7% | -7.5% |
| All | -44.7% | -34.1% | -10.5% | -7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KWEB.
Daily Out/Under-Performance
Portfolio return minus KWEB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KWEB 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 1y: compounded portfolio wealth divided by compounded KWEB 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…
1y analysis · Full analysis span regression · 6 months rolling