+240.3%
IONQ vs KEEL
+58.8%
+181.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -1.5% |
| 7D | -7.0% | +2.9% | -9.9% | -8.0% |
| 30D | -18.7% | +0.8% | -19.5% | -19.5% |
| 3M | -36.6% | -35.3% | -1.3% | -28.9% |
| 6M | +7.2% | +59.4% | -52.1% | -10.3% |
| YTD | -18.1% | +51.9% | -70.0% | -30.9% |
| 1Y | -21.9% | +75.0% | -96.9% | -39.4% |
| 3Y | +86.7% | +224.5% | -137.8% | +7.1% |
| 5Y | +267.5% | -35.9% | +303.4% | +166.0% |
| All | +240.3% | +58.8% | +181.5% | +137.5% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 10y: compounded portfolio wealth divided by compounded KEEL 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…
10y analysis · Full analysis span regression · 6 months rolling