+167.4%
IONQ vs KEEL
-17.3%
+184.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.6% | -1.8% | -4.8% |
| 7D | -11.5% | -0.5% | -10.9% | -11.3% |
| 30D | -8.1% | -27.1% | +19.0% | +1.9% |
| 3M | -35.8% | -43.8% | +8.0% | -23.2% |
| 6M | -47.7% | -55.2% | +7.4% | -33.8% |
| YTD | -35.6% | -20.9% | -14.8% | -33.0% |
| 1Y | -36.4% | -28.5% | -7.9% | -31.9% |
| 3Y | +150.0% | +66.1% | +84.0% | +79.8% |
| 5Y | +43.3% | -78.3% | +121.6% | +29.8% |
| All | +167.4% | -17.3% | +184.7% | +130.5% |
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