+69.0%
IONQ vs KGC
+248.4%
-179.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.3% | -2.4% | -2.5% |
| 7D | +15.3% | +0.2% | +15.1% | +15.4% |
| 30D | -6.1% | -8.8% | +2.7% | -2.2% |
| 3M | -21.6% | -21.1% | -0.5% | -14.2% |
| 6M | -40.1% | -32.3% | -7.8% | -30.1% |
| YTD | -24.1% | -23.5% | -0.6% | -16.0% |
| 1Y | -37.4% | -15.0% | -22.4% | -33.5% |
| 3Y | +219.5% | +327.5% | -108.0% | +61.0% |
| All | +69.0% | +248.4% | -179.4% | +13.8% |
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