+202.0%
IONQ vs RCL
+352.4%
-150.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.4% | +22.0% | +22.6% |
| 7D | +8.6% | +6.5% | +2.1% | +4.5% |
| 30D | -21.1% | +15.9% | -37.0% | -27.5% |
| 3M | -17.9% | +2.7% | -20.5% | -19.6% |
| 6M | -37.9% | +15.2% | -53.2% | -43.9% |
| YTD | -27.3% | +19.2% | -46.5% | -37.7% |
| 1Y | -43.2% | +31.6% | -74.8% | -54.7% |
| 3Y | +191.0% | +274.2% | -83.2% | +22.4% |
| 5Y | +69.3% | +250.1% | -180.8% | -36.1% |
| All | +202.0% | +352.4% | -150.4% | +10.9% |
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