+52.8%
IONQ vs RJF
+73.7%
-20.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.2% | +24.6% | +24.7% |
| 7D | +8.6% | +3.6% | +5.0% | +4.0% |
| 30D | -21.1% | +3.5% | -24.6% | -24.6% |
| 3M | -17.9% | -8.9% | -9.0% | -10.9% |
| 6M | -37.9% | +2.9% | -40.8% | -42.4% |
| YTD | -27.3% | +2.8% | -30.1% | -32.2% |
| 1Y | -43.2% | +2.7% | -45.9% | -46.5% |
| 3Y | +191.0% | +69.3% | +121.7% | +60.7% |
| All | +52.8% | +73.7% | -20.9% | -24.3% |
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