+202.0%
IONQ vs RJF
+177.0%
+25.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RJF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.2% | +24.6% | +24.6% |
| 7D | +8.6% | +3.6% | +5.0% | +4.4% |
| 30D | -21.1% | +3.5% | -24.6% | -24.2% |
| 3M | -17.9% | -8.9% | -9.0% | -11.5% |
| 6M | -37.9% | +2.9% | -40.8% | -41.8% |
| YTD | -27.3% | +2.8% | -30.1% | -31.5% |
| 1Y | -43.2% | +2.7% | -45.9% | -45.9% |
| 3Y | +191.0% | +69.3% | +121.7% | +77.5% |
| 5Y | +69.3% | +75.0% | -5.8% | +2.9% |
| All | +202.0% | +177.0% | +25.0% | +62.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling