+240.3%
IONQ vs KEYS
+155.7%
+84.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -4.5% |
| 7D | -7.0% | +3.5% | -10.5% | -10.4% |
| 30D | -18.7% | -4.5% | -14.2% | -14.7% |
| 3M | -36.6% | -0.4% | -36.2% | -36.8% |
| 6M | +7.2% | +19.1% | -11.9% | -12.3% |
| YTD | -18.1% | +66.7% | -84.8% | -57.2% |
| 1Y | -21.9% | +96.5% | -118.4% | -66.9% |
| 3Y | +86.7% | +155.2% | -68.4% | -42.1% |
| 5Y | +267.5% | +88.0% | +179.5% | +71.7% |
| All | +240.3% | +155.7% | +84.5% | +40.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling