+202.0%
IONQ vs KGC
+218.8%
-16.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KGC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +3.0% | +20.4% | +22.2% |
| 7D | +8.6% | +10.5% | -1.9% | +4.3% |
| 30D | -21.1% | -4.1% | -17.0% | -19.7% |
| 3M | -17.9% | -13.1% | -4.8% | -14.0% |
| 6M | -37.9% | -27.5% | -10.4% | -30.4% |
| YTD | -27.3% | -20.7% | -6.6% | -21.2% |
| 1Y | -43.2% | -6.1% | -37.1% | -41.9% |
| 3Y | +191.0% | +318.6% | -127.6% | +68.5% |
| 5Y | +69.3% | +289.9% | -220.7% | -5.9% |
| All | +202.0% | +218.8% | -16.8% | +76.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling