+185.7%
IONQ vs RJF
+184.7%
+1.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.1% | -9.5% | -9.5% |
| 7D | +16.8% | +1.5% | +15.3% | +15.0% |
| 30D | -11.1% | +6.7% | -17.9% | -17.0% |
| 3M | -31.7% | -7.3% | -24.4% | -27.3% |
| 6M | -44.8% | +9.8% | -54.5% | -51.3% |
| YTD | -31.2% | +5.6% | -36.9% | -36.7% |
| 1Y | -39.1% | +2.3% | -41.4% | -41.6% |
| 3Y | +189.5% | +73.6% | +115.9% | +72.8% |
| 5Y | +53.2% | +79.9% | -26.7% | -9.2% |
| All | +185.7% | +184.7% | +1.1% | +49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RJF.
Daily Out/Under-Performance
Portfolio return minus RJF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RJF 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 RJF 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