+144.7%
IONQ vs RCL
+346.3%
-201.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.1% | -7.4% | -8.8% |
| 7D | -16.7% | +3.9% | -20.6% | -18.8% |
| 30D | -38.9% | +11.8% | -50.7% | -42.8% |
| 3M | -33.8% | -0.8% | -33.0% | -34.0% |
| 6M | -44.9% | +23.6% | -68.6% | -52.2% |
| YTD | -41.1% | +17.6% | -58.7% | -49.2% |
| 1Y | -52.3% | +28.3% | -80.6% | -61.5% |
| 3Y | +128.2% | +261.4% | -133.2% | -2.2% |
| 5Y | +37.2% | +245.3% | -208.2% | -47.9% |
| All | +144.7% | +346.3% | -201.6% | -9.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling