+294.8%
IONQ vs KEY
+40.7%
+254.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.1% |
| 7D | +0.8% | +2.2% | -1.4% | -0.7% |
| 30D | -1.0% | -3.0% | +2.0% | +1.1% |
| 3M | -39.8% | +3.3% | -43.1% | -41.4% |
| 6M | +6.4% | +9.2% | -2.8% | +0.1% |
| YTD | -11.9% | +10.6% | -22.6% | -17.7% |
| 1Y | -6.2% | +20.4% | -26.5% | -17.0% |
| 3Y | +125.7% | +121.8% | +3.9% | +37.6% |
| All | +294.8% | +40.7% | +254.1% | +221.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling