+144.7%
IONQ vs RF
+119.7%
+25.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.1% | -8.4% | -8.8% |
| 7D | -16.7% | -1.6% | -15.0% | -15.6% |
| 30D | -38.9% | +5.0% | -44.0% | -41.4% |
| 3M | -33.8% | -10.0% | -23.8% | -28.3% |
| 6M | -44.9% | +3.3% | -48.3% | -47.5% |
| YTD | -41.1% | +7.9% | -49.0% | -46.1% |
| 1Y | -52.3% | +21.2% | -73.5% | -60.4% |
| 3Y | +128.2% | +105.8% | +22.4% | +30.0% |
| 5Y | +37.2% | +43.7% | -6.6% | -3.7% |
| All | +144.7% | +119.7% | +25.1% | +54.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling