+227.2%
IONQ vs REPL
-40.9%
+268.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.0% | +5.4% | +8.1% |
| 7D | +25.5% | +14.2% | +11.2% | +24.2% |
| 30D | -11.4% | +65.9% | -77.3% | -15.4% |
| 3M | -20.5% | +84.6% | -105.0% | -25.0% |
| 6M | -28.2% | +446.9% | -475.2% | -43.5% |
| YTD | -21.2% | +129.0% | -150.3% | -36.7% |
| 1Y | -40.4% | +167.9% | -208.2% | -53.0% |
| 3Y | +214.7% | +93.9% | +120.8% | +68.0% |
| 5Y | +56.9% | -33.0% | +89.8% | +10.1% |
| All | +227.2% | -40.9% | +268.1% | +128.5% |
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