+167.2%
IONQ vs KWEB
-6.0%
+173.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.2% | -6.2% | -7.4% |
| 7D | +16.8% | -7.5% | +24.2% | +22.4% |
| 30D | -11.1% | -7.3% | -3.8% | -7.2% |
| 3M | -31.7% | -16.8% | -14.9% | -23.8% |
| 6M | -44.8% | -21.4% | -23.4% | -36.7% |
| YTD | -31.2% | -32.7% | +1.5% | -12.6% |
| 1Y | -39.1% | -38.2% | -1.0% | -18.7% |
| All | +167.2% | -6.0% | +173.2% | +178.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling