+294.8%
IONQ vs RJF
+106.8%
+188.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +2.9% |
| 7D | +0.8% | -0.6% | +1.4% | +1.4% |
| 30D | -1.0% | -1.3% | +0.2% | -0.3% |
| 3M | -39.8% | +18.9% | -58.7% | -51.0% |
| 6M | +6.4% | +15.0% | -8.6% | -10.4% |
| YTD | -11.9% | +12.2% | -24.1% | -24.0% |
| 1Y | -6.2% | +5.6% | -11.8% | -13.1% |
| 3Y | +125.7% | +74.9% | +50.8% | +25.7% |
| All | +294.8% | +106.8% | +188.0% | +81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling