+294.8%
IONQ vs KGC
+450.1%
-155.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.3% | +3.6% | +2.2% |
| 7D | +0.8% | -1.3% | +2.1% | +1.3% |
| 30D | -1.0% | +20.3% | -21.3% | -8.5% |
| 3M | -39.8% | +8.1% | -47.9% | -42.0% |
| 6M | +6.4% | -8.8% | +15.2% | +9.4% |
| YTD | -11.9% | +10.1% | -22.0% | -15.7% |
| 1Y | -6.2% | +44.2% | -50.4% | -20.1% |
| 3Y | +125.7% | +533.0% | -407.3% | +1.8% |
| All | +294.8% | +450.1% | -155.3% | +75.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KGC.
Daily Out/Under-Performance
Portfolio return minus KGC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KGC 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 KGC 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