+87.2%
IONQ vs KWEB
-2.9%
+90.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.4% | -2.0% | -2.5% |
| 7D | -5.6% | -4.3% | -1.3% | -2.9% |
| 30D | -15.2% | -13.0% | -2.2% | -7.5% |
| 3M | -34.9% | -7.6% | -27.4% | -31.9% |
| 6M | +4.9% | -21.1% | +26.0% | +21.6% |
| YTD | -17.9% | -28.2% | +10.3% | +1.0% |
| 1Y | -16.0% | -34.9% | +18.9% | +10.0% |
| All | +87.2% | -2.9% | +90.1% | +94.3% |
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