+215.4%
IONQ vs KEY
+69.3%
+146.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.1% | -2.9% |
| 7D | +15.3% | -0.5% | +15.8% | +15.9% |
| 30D | -6.1% | +6.7% | -12.8% | -9.8% |
| 3M | -21.6% | -4.6% | -17.0% | -19.4% |
| 6M | -40.1% | +2.6% | -42.7% | -41.4% |
| YTD | -24.1% | +7.0% | -31.1% | -27.3% |
| 1Y | -37.4% | +23.5% | -60.9% | -45.0% |
| 3Y | +219.5% | +126.4% | +93.1% | +103.2% |
| 5Y | +76.9% | +13.0% | +63.9% | +48.1% |
| All | +215.4% | +69.3% | +146.0% | +145.1% |
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