+167.2%
IONQ vs KEEL
+61.2%
+106.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -5.8% | -3.6% | -6.9% |
| 7D | +16.8% | +18.2% | -1.4% | +9.3% |
| 30D | -11.1% | -32.1% | +20.9% | +3.9% |
| 3M | -31.7% | -44.9% | +13.2% | -14.4% |
| 6M | -44.8% | -52.1% | +7.3% | -28.5% |
| YTD | -31.2% | -17.0% | -14.2% | -30.6% |
| 1Y | -39.1% | -38.5% | -0.7% | -31.7% |
| All | +167.2% | +61.2% | +106.0% | +83.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling