+87.2%
IONQ vs KEEL
+186.7%
-99.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -7.3% | +3.9% | -0.4% |
| 7D | -5.6% | +2.7% | -8.3% | -6.8% |
| 30D | -15.2% | +4.6% | -19.8% | -17.6% |
| 3M | -34.9% | -34.5% | -0.5% | -25.6% |
| 6M | +4.9% | +59.3% | -54.4% | -16.8% |
| YTD | -17.9% | +46.4% | -64.3% | -33.5% |
| 1Y | -16.0% | +96.6% | -112.6% | -42.9% |
| All | +87.2% | +186.7% | -99.5% | -1.2% |
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 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