+202.0%
IONQ vs KEY
+64.7%
+137.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.5% | +23.9% | +23.7% |
| 7D | +8.6% | -1.3% | +9.9% | +9.4% |
| 30D | -21.1% | +5.1% | -26.2% | -23.6% |
| 3M | -17.9% | -7.1% | -10.8% | -14.2% |
| 6M | -37.9% | -4.4% | -33.6% | -36.6% |
| YTD | -27.3% | +4.0% | -31.3% | -29.2% |
| 1Y | -43.2% | +23.4% | -66.6% | -50.1% |
| 3Y | +191.0% | +113.9% | +77.1% | +90.8% |
| 5Y | +69.3% | +12.3% | +57.0% | +43.8% |
| All | +202.0% | +64.7% | +137.4% | +138.6% |
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