+227.2%
IONQ vs RF
+123.7%
+103.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +6.6% |
| 7D | +25.5% | -0.1% | +25.6% | +25.7% |
| 30D | -11.4% | +7.0% | -18.4% | -16.1% |
| 3M | -20.5% | -7.0% | -13.4% | -16.0% |
| 6M | -28.2% | +6.8% | -35.0% | -33.3% |
| YTD | -21.2% | +9.9% | -31.2% | -28.9% |
| 1Y | -40.4% | +21.1% | -61.5% | -50.4% |
| 3Y | +214.7% | +119.6% | +95.1% | +71.1% |
| 5Y | +56.9% | +46.2% | +10.7% | +8.7% |
| All | +227.2% | +123.7% | +103.5% | +103.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RF.
Daily Out/Under-Performance
Portfolio return minus RF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RF 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 RF 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