+294.8%
IONQ vs KIM
+34.4%
+260.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.8% | +0.4% | +0.4% | +0.3% |
| 30D | -1.0% | -4.0% | +3.0% | +2.6% |
| 3M | -39.8% | +0.5% | -40.4% | -41.6% |
| 6M | +6.4% | +3.6% | +2.8% | +0.5% |
| YTD | -11.9% | +20.4% | -32.4% | -28.9% |
| 1Y | -6.2% | +9.7% | -15.9% | -17.6% |
| 3Y | +125.7% | +46.0% | +79.7% | +49.9% |
| All | +294.8% | +34.4% | +260.4% | +229.1% |
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