-36.4%
IONQ vs KEEL
-32.0%
-4.4%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -4.6% | -1.8% | -3.9% |
| 7D | -11.5% | -0.5% | -10.9% | -11.2% |
| 30D | -8.1% | -27.1% | +19.0% | +6.8% |
| 3M | -35.8% | -43.8% | +8.0% | -17.0% |
| 6M | -47.7% | -55.2% | +7.4% | -27.3% |
| YTD | -35.6% | -20.9% | -14.8% | -38.6% |
| 1Y | -36.4% | -28.5% | -7.9% | -36.2% |
| All | -36.4% | -32.0% | -4.4% | -36.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling