+167.4%
IONQ vs RBA
+52.4%
+115.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.9% | -7.4% | -7.0% |
| 7D | -11.5% | +1.7% | -13.2% | -12.3% |
| 30D | -8.1% | +8.3% | -16.4% | -13.0% |
| 3M | -35.8% | +10.5% | -46.3% | -40.5% |
| 6M | -47.7% | -5.9% | -41.9% | -47.5% |
| YTD | -35.6% | -6.9% | -28.8% | -34.8% |
| 1Y | -36.4% | -4.9% | -31.5% | -36.4% |
| 3Y | +150.0% | +64.5% | +85.6% | +81.0% |
| 5Y | +43.3% | +46.1% | -2.8% | +9.6% |
| All | +167.4% | +52.4% | +115.0% | +90.1% |
Cumulative growth
Daily Returns
Daily percentage return beside RBA.
Daily Out/Under-Performance
Portfolio return minus RBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBA 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 RBA 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