+45.7%
IONQ vs KEYS
+59.1%
-13.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.2% | -4.3% | -4.1% |
| 7D | -11.5% | +9.4% | -20.9% | -19.8% |
| 30D | -8.1% | -16.8% | +8.7% | +11.0% |
| 3M | -35.8% | -15.9% | -19.9% | -23.6% |
| 6M | -47.7% | -17.6% | -30.2% | -36.7% |
| YTD | -35.6% | +46.5% | -82.1% | -62.8% |
| 1Y | -36.4% | +66.9% | -103.3% | -69.0% |
| 3Y | +150.0% | +141.4% | +8.7% | -25.7% |
| All | +45.7% | +59.1% | -13.4% | -12.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling