+227.2%
IONQ vs RUN
-86.2%
+313.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.4% | +10.7% | +9.0% |
| 7D | +25.5% | +18.1% | +7.4% | +19.2% |
| 30D | -11.4% | +27.5% | -38.9% | -17.8% |
| 3M | -20.5% | -4.5% | -15.9% | -20.4% |
| 6M | -28.2% | -33.3% | +5.1% | -20.9% |
| YTD | -21.2% | -47.1% | +25.8% | -11.1% |
| 1Y | -40.4% | -43.1% | +2.8% | -33.9% |
| 3Y | +214.7% | -3.0% | +217.7% | +103.0% |
| 5Y | +56.9% | -82.6% | +139.5% | +61.9% |
| All | +227.2% | -86.2% | +313.4% | +241.2% |
Cumulative growth
Daily Returns
Daily percentage return beside RUN.
Daily Out/Under-Performance
Portfolio return minus RUN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RUN 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 RUN 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