+191.0%
IONQ vs KIM
+57.8%
+133.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.4% | +23.8% | +23.8% |
| 7D | +8.6% | +4.1% | +4.5% | +4.9% |
| 30D | -21.1% | +16.8% | -37.9% | -31.1% |
| 3M | -17.9% | +5.7% | -23.6% | -22.0% |
| 6M | -37.9% | +9.7% | -47.6% | -44.4% |
| YTD | -27.3% | +30.2% | -57.5% | -45.4% |
| 1Y | -43.2% | +32.1% | -75.3% | -58.3% |
| 3Y | +191.0% | +58.6% | +132.4% | +80.9% |
| All | +191.0% | +57.8% | +133.2% | +80.9% |
Cumulative growth
Daily Returns
Daily percentage return beside KIM.
Daily Out/Under-Performance
Portfolio return minus KIM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KIM 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 3y: compounded portfolio wealth divided by compounded KIM 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…
3y analysis · Full analysis span regression · 6 months rolling