+191.0%
IONQ vs RF
+104.8%
+86.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.4% | +23.8% | +23.8% |
| 7D | +8.6% | -0.9% | +9.5% | +9.4% |
| 30D | -21.1% | +6.0% | -27.1% | -25.6% |
| 3M | -17.9% | -8.9% | -9.0% | -10.7% |
| 6M | -37.9% | +2.3% | -40.3% | -41.2% |
| YTD | -27.3% | +7.6% | -34.9% | -35.4% |
| 1Y | -43.2% | +21.2% | -64.4% | -55.9% |
| 3Y | +191.0% | +108.5% | +82.5% | +12.6% |
| All | +191.0% | +104.8% | +86.2% | +12.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling