-21.9%
IONQ vs KEYS
+97.6%
-119.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.0% | -4.2% | -3.1% |
| 7D | -7.0% | +3.5% | -10.5% | -9.3% |
| 30D | -18.7% | -4.5% | -14.2% | -16.1% |
| 3M | -36.6% | -0.4% | -36.2% | -36.7% |
| 6M | +7.2% | +19.1% | -11.9% | -2.6% |
| YTD | -18.1% | +66.7% | -84.8% | -43.0% |
| 1Y | -21.9% | +96.5% | -118.4% | -53.7% |
| All | -21.9% | +97.6% | -119.5% | -53.7% |
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