+274.7%
IONQ vs RJF
+199.4%
+75.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.0% | +3.4% | +3.3% |
| 7D | +7.1% | +1.8% | +5.4% | +5.2% |
| 30D | -8.9% | 0.0% | -8.9% | -9.2% |
| 3M | -35.6% | +18.0% | -53.5% | -46.2% |
| 6M | +13.3% | +17.0% | -3.7% | -5.0% |
| YTD | -9.8% | +11.1% | -20.9% | -20.3% |
| 1Y | -1.3% | +8.0% | -9.3% | -9.9% |
| 3Y | +109.3% | +73.3% | +36.0% | +25.7% |
| 5Y | +304.7% | +107.4% | +197.3% | +123.7% |
| All | +274.7% | +199.4% | +75.3% | +88.5% |
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