+202.0%
IONQ vs REPL
-42.6%
+244.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +8.0% | +15.4% | +22.7% |
| 7D | +8.6% | +22.8% | -14.2% | +6.7% |
| 30D | -21.1% | +63.8% | -84.9% | -24.6% |
| 3M | -17.9% | +68.1% | -86.0% | -22.0% |
| 6M | -37.9% | +528.5% | -566.4% | -52.0% |
| YTD | -27.3% | +122.4% | -149.7% | -41.4% |
| 1Y | -43.2% | +154.4% | -197.6% | -55.0% |
| 3Y | +191.0% | +68.0% | +123.0% | +61.7% |
| 5Y | +69.3% | -35.4% | +104.6% | +19.2% |
| All | +202.0% | -42.6% | +244.6% | +111.4% |
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