+144.7%
IONQ vs RL
+310.0%
-165.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -7.3% | -3.2% | -5.0% |
| 7D | -16.7% | -4.7% | -12.0% | -13.6% |
| 30D | -38.9% | +3.6% | -42.5% | -40.5% |
| 3M | -33.8% | +0.5% | -34.4% | -34.6% |
| 6M | -44.9% | +6.6% | -51.5% | -48.7% |
| YTD | -41.1% | +8.8% | -49.9% | -46.7% |
| 1Y | -52.3% | +21.8% | -74.1% | -60.8% |
| 3Y | +128.2% | +245.8% | -117.6% | -11.4% |
| 5Y | +37.2% | +230.0% | -192.8% | -49.1% |
| All | +144.7% | +310.0% | -165.2% | -15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling