+191.0%
IONQ vs KORU
+78.5%
+112.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +5.8% | +17.6% | +21.9% |
| 7D | +8.6% | -35.0% | +43.6% | +19.4% |
| 30D | -21.1% | -65.5% | +44.4% | +0.5% |
| 3M | -17.9% | -58.9% | +41.0% | -3.7% |
| 6M | -37.9% | -83.5% | +45.6% | -22.6% |
| YTD | -27.3% | -23.9% | -3.4% | -49.5% |
| 1Y | -43.2% | -12.4% | -30.8% | -63.1% |
| 3Y | +191.0% | +82.1% | +108.9% | +23.2% |
| All | +191.0% | +78.5% | +112.5% | +23.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling