+278.7%
IONQ vs KWEB
-42.3%
+321.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.3% | -3.5% | -4.5% |
| 7D | +1.3% | -3.6% | +4.9% | +3.3% |
| 30D | -10.3% | -14.9% | +4.6% | -2.4% |
| 3M | -32.7% | -5.4% | -27.3% | -30.9% |
| 6M | +6.3% | -18.9% | +25.2% | +19.0% |
| YTD | -15.0% | -27.2% | +12.2% | +1.0% |
| 1Y | -13.3% | -34.2% | +20.9% | +9.2% |
| 3Y | +97.2% | +0.6% | +96.6% | +93.9% |
| 5Y | +278.7% | -43.5% | +322.2% | +460.4% |
| All | +278.7% | -42.3% | +321.1% | +460.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling