+185.7%
IONQ vs REPL
-41.6%
+227.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.9% | -10.3% | -9.5% |
| 7D | +16.8% | +9.8% | +7.0% | +15.9% |
| 30D | -11.1% | +81.5% | -92.6% | -15.8% |
| 3M | -31.7% | +44.2% | -76.0% | -34.1% |
| 6M | -44.8% | +437.4% | -482.2% | -56.4% |
| YTD | -31.2% | +126.1% | -157.4% | -44.7% |
| 1Y | -39.1% | +143.1% | -182.3% | -51.5% |
| 3Y | +189.5% | +97.8% | +91.7% | +52.5% |
| 5Y | +53.2% | -34.3% | +87.4% | +7.7% |
| All | +185.7% | -41.6% | +227.3% | +99.7% |
Cumulative growth
Daily Returns
Daily percentage return beside REPL.
Daily Out/Under-Performance
Portfolio return minus REPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × REPL 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 REPL 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