+185.7%
IONQ vs RMD
+18.2%
+167.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RMD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.4% | -9.8% | -9.7% |
| 7D | +16.8% | +0.1% | +16.7% | +16.4% |
| 30D | -11.1% | +1.9% | -13.1% | -12.9% |
| 3M | -31.7% | +6.3% | -38.0% | -35.3% |
| 6M | -44.8% | +18.2% | -63.0% | -52.9% |
| YTD | -31.2% | +0.3% | -31.5% | -34.2% |
| 1Y | -39.1% | -4.3% | -34.9% | -40.0% |
| 3Y | +189.5% | +71.3% | +118.2% | +76.1% |
| 5Y | +53.2% | -1.8% | +54.9% | +36.8% |
| All | +185.7% | +18.2% | +167.5% | +134.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RMD.
Daily Out/Under-Performance
Portfolio return minus RMD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RMD 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 RMD 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