+227.2%
IONQ vs KORU
-61.1%
+288.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +11.3% | -2.9% | +5.0% |
| 7D | +25.5% | -25.8% | +51.3% | +34.4% |
| 30D | -11.4% | -56.9% | +45.5% | +9.7% |
| 3M | -20.5% | -55.7% | +35.2% | -6.9% |
| 6M | -28.2% | -83.7% | +55.4% | -7.1% |
| YTD | -21.2% | -15.3% | -6.0% | -51.0% |
| 1Y | -40.4% | +3.4% | -43.7% | -66.3% |
| 3Y | +214.7% | +133.8% | +80.9% | +9.2% |
| 5Y | +56.9% | -35.4% | +92.2% | -25.4% |
| All | +227.2% | -61.1% | +288.3% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling