+253.1%
IONQ vs KORU
+22.5%
+230.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.5% | -7.3% | -6.2% |
| 7D | +1.3% | +20.1% | -18.8% | -4.4% |
| 30D | -10.3% | +47.5% | -57.8% | -21.8% |
| 3M | -32.7% | -30.1% | -2.7% | -35.6% |
| 6M | +6.3% | +20.1% | -13.8% | -27.5% |
| YTD | -15.0% | +166.6% | -181.6% | -59.9% |
| 1Y | -13.3% | +458.9% | -472.3% | -70.9% |
| 3Y | +97.2% | +531.8% | -434.6% | -45.8% |
| 5Y | +278.7% | +67.7% | +211.1% | +37.9% |
| All | +253.1% | +22.5% | +230.6% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KORU.
Daily Out/Under-Performance
Portfolio return minus KORU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KORU 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 10y: compounded portfolio wealth divided by compounded KORU 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…
10y analysis · Full analysis span regression · 6 months rolling