+167.4%
IONQ vs KEY
+69.5%
+97.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -6.8% |
| 7D | -11.5% | +2.9% | -14.4% | -12.9% |
| 30D | -8.1% | +8.4% | -16.5% | -12.6% |
| 3M | -35.8% | -5.8% | -30.0% | -33.5% |
| 6M | -47.7% | +5.4% | -53.2% | -49.7% |
| YTD | -35.6% | +7.1% | -42.7% | -38.4% |
| 1Y | -36.4% | +26.8% | -63.2% | -45.0% |
| 3Y | +150.0% | +128.7% | +21.4% | +58.3% |
| 5Y | +43.3% | +13.6% | +29.7% | +19.9% |
| All | +167.4% | +69.5% | +97.9% | +107.7% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 KEY 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