+265.9%
IONQ vs KEYS
+147.1%
+118.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEYS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | -0.2% |
| 7D | +0.8% | +2.3% | -1.4% | -1.5% |
| 30D | -1.0% | -2.6% | +1.6% | +2.0% |
| 3M | -39.8% | -4.6% | -35.2% | -36.8% |
| 6M | +6.4% | +8.7% | -2.3% | -4.3% |
| YTD | -11.9% | +61.0% | -73.0% | -52.2% |
| 1Y | -6.2% | +96.0% | -102.1% | -60.3% |
| 3Y | +125.7% | +144.4% | -18.7% | -26.3% |
| 5Y | +296.0% | +80.5% | +215.5% | +92.7% |
| All | +265.9% | +147.1% | +118.8% | +57.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling