+265.9%
IONQ vs KWEB
-59.8%
+325.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KWEB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.7% | +0.3% |
| 7D | +0.8% | -1.0% | +1.8% | +1.3% |
| 30D | -1.0% | -8.7% | +7.7% | +3.4% |
| 3M | -39.8% | -4.0% | -35.8% | -38.7% |
| 6M | +6.4% | -13.1% | +19.6% | +14.1% |
| YTD | -11.9% | -23.5% | +11.6% | +0.6% |
| 1Y | -6.2% | -27.2% | +21.0% | +10.5% |
| 3Y | +125.7% | -2.1% | +127.8% | +125.8% |
| 5Y | +296.0% | -40.8% | +336.8% | +350.1% |
| All | +265.9% | -59.8% | +325.7% | +344.1% |
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