+265.9%
IONQ vs KORU
+18.9%
+247.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KORU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +13.4% | -12.2% | -2.8% |
| 7D | +0.8% | +13.0% | -12.2% | -3.2% |
| 30D | -1.0% | +27.3% | -28.3% | -9.8% |
| 3M | -39.8% | -55.3% | +15.5% | -35.4% |
| 6M | +6.4% | +11.6% | -5.2% | -26.5% |
| YTD | -11.9% | +158.5% | -170.5% | -58.1% |
| 1Y | -6.2% | +482.2% | -488.3% | -69.1% |
| 3Y | +125.7% | +471.9% | -346.2% | -35.6% |
| 5Y | +296.0% | +41.1% | +254.8% | +47.4% |
| All | +265.9% | +18.9% | +247.1% | +35.4% |
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 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