+108.3%
IONQ vs RL
+212.5%
-104.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +2.0% | -0.8% | -0.4% |
| 7D | +0.8% | -0.8% | +1.6% | +1.5% |
| 30D | -1.0% | -7.8% | +6.7% | +5.1% |
| 3M | -39.8% | -4.0% | -35.8% | -39.2% |
| 6M | +6.4% | -1.9% | +8.3% | +3.7% |
| YTD | -11.9% | -0.2% | -11.8% | -16.0% |
| 1Y | -6.2% | +10.7% | -16.8% | -19.9% |
| All | +108.3% | +212.5% | -104.1% | -33.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling