+274.7%
IONQ vs RUN
-87.0%
+361.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.7% | -1.3% | +1.4% |
| 7D | +7.1% | +10.2% | -3.0% | +4.2% |
| 30D | -8.9% | -9.6% | +0.7% | -6.5% |
| 3M | -35.6% | -31.5% | -4.1% | -29.1% |
| 6M | +13.3% | -18.7% | +32.0% | +18.4% |
| YTD | -9.8% | -49.9% | +40.1% | +4.4% |
| 1Y | -1.3% | -45.5% | +44.2% | +11.4% |
| 3Y | +109.3% | -34.1% | +143.4% | +56.4% |
| 5Y | +304.7% | -79.4% | +384.1% | +312.4% |
| All | +274.7% | -87.0% | +361.7% | +300.8% |
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