+144.7%
IONQ vs KEY
+65.5%
+79.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.7% | -7.8% | -8.8% |
| 7D | -16.7% | -2.5% | -14.2% | -15.3% |
| 30D | -38.9% | +4.1% | -43.0% | -40.5% |
| 3M | -33.8% | -8.4% | -25.5% | -30.2% |
| 6M | -44.9% | -2.3% | -42.7% | -44.4% |
| YTD | -41.1% | +4.6% | -45.7% | -42.8% |
| 1Y | -52.3% | +24.6% | -76.9% | -58.3% |
| 3Y | +128.2% | +112.8% | +15.5% | +50.0% |
| 5Y | +37.2% | +12.9% | +24.2% | +16.2% |
| All | +144.7% | +65.5% | +79.2% | +92.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling