-52.3%
IONQ vs KEYS
+45.0%
-97.3%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -8.8% | -1.7% | -4.5% |
| 7D | -16.7% | -21.0% | +4.3% | -2.1% |
| 30D | -38.9% | -32.8% | -6.1% | -20.0% |
| 3M | -33.8% | -22.4% | -11.4% | -21.3% |
| 6M | -44.9% | -26.8% | -18.2% | -32.4% |
| YTD | -41.1% | +28.3% | -69.4% | -49.9% |
| 1Y | -52.3% | +40.2% | -92.5% | -62.3% |
| All | -52.3% | +45.0% | -97.3% | -62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside KEYS.
Daily Out/Under-Performance
Portfolio return minus KEYS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEYS 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 1y: compounded portfolio wealth divided by compounded KEYS 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…
1y analysis · Full analysis span regression · 6 months rolling