+227.2%
IONQ vs RCL
+366.0%
-138.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.0% | +5.3% | +6.6% |
| 7D | +25.5% | +5.0% | +20.5% | +22.1% |
| 30D | -11.4% | +19.4% | -30.8% | -19.9% |
| 3M | -20.5% | +5.9% | -26.4% | -23.5% |
| 6M | -28.2% | +23.8% | -52.0% | -37.7% |
| YTD | -21.2% | +22.8% | -44.1% | -33.6% |
| 1Y | -40.4% | +34.3% | -74.6% | -52.9% |
| 3Y | +214.7% | +276.4% | -61.7% | +32.1% |
| 5Y | +56.9% | +281.6% | -224.7% | -42.4% |
| All | +227.2% | +366.0% | -138.8% | +18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RCL.
Daily Out/Under-Performance
Portfolio return minus RCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RCL 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 RCL 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