+265.9%
IONQ vs KIM
+101.4%
+164.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KIM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.2% | +1.5% | +1.4% |
| 7D | +0.8% | +0.4% | +0.4% | +0.4% |
| 30D | -1.0% | -4.0% | +3.0% | +2.1% |
| 3M | -39.8% | +0.5% | -40.4% | -41.3% |
| 6M | +6.4% | +3.6% | +2.8% | +1.5% |
| YTD | -11.9% | +20.4% | -32.4% | -26.5% |
| 1Y | -6.2% | +9.7% | -15.9% | -15.8% |
| 3Y | +125.7% | +46.0% | +79.7% | +62.4% |
| 5Y | +296.0% | +34.4% | +261.5% | +222.6% |
| All | +265.9% | +101.4% | +164.6% | +200.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling