+185.7%
IONQ vs RUN
-87.9%
+273.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -6.1% | -3.3% | -7.8% |
| 7D | +16.8% | -13.7% | +30.4% | +21.3% |
| 30D | -11.1% | +9.4% | -20.5% | -14.1% |
| 3M | -31.7% | -13.4% | -18.3% | -29.9% |
| 6M | -44.8% | -39.6% | -5.2% | -37.5% |
| YTD | -31.2% | -53.7% | +22.5% | -19.6% |
| 1Y | -39.1% | -56.2% | +17.0% | -27.6% |
| 3Y | +189.5% | -9.7% | +199.2% | +88.3% |
| 5Y | +53.2% | -85.5% | +138.6% | +64.9% |
| All | +185.7% | -87.9% | +273.7% | +208.5% |
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