+150.0%
IONQ vs KORU
+138.6%
+11.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.4% | -1.0% | -5.0% |
| 7D | -11.5% | +11.1% | -22.6% | -14.3% |
| 30D | -8.1% | -40.6% | +32.5% | +1.4% |
| 3M | -35.8% | -63.9% | +28.1% | -22.3% |
| 6M | -47.7% | -82.8% | +35.1% | -34.5% |
| YTD | -35.6% | -15.4% | -20.2% | -57.1% |
| 1Y | -36.4% | -3.3% | -33.1% | -60.1% |
| 3Y | +150.0% | +136.2% | +13.9% | -7.0% |
| All | +150.0% | +138.6% | +11.5% | -7.0% |
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