+167.2%
IONQ vs KIM
+65.0%
+102.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.6% | -8.8% | -8.9% |
| 7D | +16.8% | -0.7% | +17.4% | +17.4% |
| 30D | -11.1% | +13.4% | -24.6% | -20.5% |
| 3M | -31.7% | +6.5% | -38.3% | -35.7% |
| 6M | -44.8% | +10.6% | -55.4% | -51.1% |
| YTD | -31.2% | +29.9% | -61.1% | -48.7% |
| 1Y | -39.1% | +29.6% | -68.7% | -54.8% |
| All | +167.2% | +65.0% | +102.2% | +37.9% |
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