+227.2%
IONQ vs RL
+327.9%
-100.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.8% | +2.5% | +3.9% |
| 7D | +25.5% | +0.2% | +25.2% | +25.2% |
| 30D | -11.4% | +7.3% | -18.7% | -16.0% |
| 3M | -20.5% | +1.0% | -21.5% | -21.6% |
| 6M | -28.2% | +11.8% | -40.0% | -35.8% |
| YTD | -21.2% | +13.6% | -34.8% | -31.0% |
| 1Y | -40.4% | +24.0% | -64.4% | -51.6% |
| 3Y | +214.7% | +256.6% | -41.9% | +19.2% |
| 5Y | +56.9% | +240.2% | -183.4% | -43.5% |
| All | +227.2% | +327.9% | -100.7% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RL.
Daily Out/Under-Performance
Portfolio return minus RL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RL 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 RL 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