+93.8%
IONQ vs KEYS
+148.6%
-54.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.7% | -5.0% | -5.1% |
| 7D | +1.3% | +2.9% | -1.6% | -1.4% |
| 30D | -10.3% | -1.3% | -9.0% | -9.1% |
| 3M | -32.7% | -0.1% | -32.6% | -33.0% |
| 6M | +6.3% | +17.4% | -11.0% | -9.3% |
| YTD | -15.0% | +62.9% | -77.9% | -51.6% |
| 1Y | -13.3% | +95.7% | -109.1% | -60.5% |
| All | +93.8% | +148.6% | -54.8% | -36.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling