+167.4%
IONQ vs KWEB
-64.6%
+232.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.5% |
| 7D | -11.5% | -7.8% | -3.6% | -7.9% |
| 30D | -8.1% | -6.4% | -1.6% | -5.3% |
| 3M | -35.8% | -14.6% | -21.2% | -30.8% |
| 6M | -47.7% | -25.0% | -22.7% | -40.3% |
| YTD | -35.6% | -32.7% | -3.0% | -22.0% |
| 1Y | -36.4% | -37.3% | +0.9% | -20.0% |
| 3Y | +150.0% | -5.9% | +155.9% | +155.2% |
| 5Y | +43.3% | -47.1% | +90.4% | +73.8% |
| All | +167.4% | -64.6% | +232.0% | +244.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling