+150.0%
IONQ vs RUN
-7.3%
+157.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RUN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.7% | -6.6% |
| 7D | -11.5% | -13.5% | +2.1% | -9.5% |
| 30D | -8.1% | +18.3% | -26.4% | -11.1% |
| 3M | -35.8% | -12.5% | -23.3% | -34.9% |
| 6M | -47.7% | -40.3% | -7.4% | -43.8% |
| YTD | -35.6% | -53.1% | +17.5% | -29.6% |
| 1Y | -36.4% | -54.3% | +17.9% | -30.1% |
| 3Y | +150.0% | -6.5% | +156.5% | +79.6% |
| All | +150.0% | -7.3% | +157.3% | +79.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling