+185.7%
IONQ vs KWEB
-64.6%
+250.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -3.2% | -6.2% | -7.8% |
| 7D | +16.8% | -7.5% | +24.2% | +21.3% |
| 30D | -11.1% | -7.3% | -3.8% | -8.0% |
| 3M | -31.7% | -16.8% | -14.9% | -25.5% |
| 6M | -44.8% | -21.4% | -23.4% | -38.4% |
| YTD | -31.2% | -32.7% | +1.5% | -16.6% |
| 1Y | -39.1% | -38.2% | -1.0% | -22.9% |
| 3Y | +189.5% | -4.8% | +194.3% | +194.1% |
| 5Y | +53.2% | -47.1% | +100.3% | +85.8% |
| All | +185.7% | -64.6% | +250.4% | +268.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling