+265.9%
IONQ vs REPL
-60.0%
+326.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | REPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.4% |
| 7D | +0.8% | -3.0% | +3.8% | +1.0% |
| 30D | -1.0% | +27.1% | -28.2% | -3.4% |
| 3M | -39.8% | +52.4% | -92.2% | -44.3% |
| 6M | +6.4% | +107.4% | -101.0% | -13.8% |
| YTD | -11.9% | +54.7% | -66.7% | -26.5% |
| 1Y | -6.2% | +158.9% | -165.0% | -31.6% |
| 3Y | +125.7% | -23.7% | +149.4% | +54.6% |
| 5Y | +296.0% | -54.3% | +350.3% | +186.6% |
| All | +265.9% | -60.0% | +326.0% | +165.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling