+45.7%
IONQ vs KIM
+34.6%
+11.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.8% |
| 7D | -11.5% | +0.1% | -11.6% | -11.5% |
| 30D | -8.1% | +14.1% | -22.2% | -20.1% |
| 3M | -35.8% | +6.0% | -41.8% | -40.1% |
| 6M | -47.7% | +13.2% | -61.0% | -55.6% |
| YTD | -35.6% | +30.4% | -66.0% | -53.3% |
| 1Y | -36.4% | +31.0% | -67.4% | -54.5% |
| 3Y | +150.0% | +67.6% | +82.4% | +36.0% |
| All | +45.7% | +34.6% | +11.1% | +1.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling