+268.4%
IONQ vs KEYS
+79.0%
+189.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.6% | -1.8% | -1.6% |
| 7D | -5.6% | +0.9% | -6.5% | -6.5% |
| 30D | -15.2% | -5.3% | -9.9% | -9.9% |
| 3M | -34.9% | +0.5% | -35.5% | -35.8% |
| 6M | +4.9% | +14.0% | -9.1% | -10.7% |
| YTD | -17.9% | +60.3% | -78.2% | -56.6% |
| 1Y | -16.0% | +91.3% | -107.3% | -64.9% |
| 3Y | +90.5% | +146.1% | -55.7% | -43.3% |
| 5Y | +268.4% | +80.8% | +187.6% | +82.1% |
| All | +268.4% | +79.0% | +189.4% | +82.1% |
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