+167.4%
IONQ vs RY
+198.9%
-31.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.3% | -6.2% |
| 7D | -11.5% | +0.6% | -12.0% | -12.0% |
| 30D | -8.1% | +5.0% | -13.1% | -14.6% |
| 3M | -35.8% | -5.3% | -30.5% | -30.6% |
| 6M | -47.7% | +13.8% | -61.6% | -57.3% |
| YTD | -35.6% | +21.0% | -56.6% | -51.6% |
| 1Y | -36.4% | +40.5% | -76.9% | -61.6% |
| 3Y | +150.0% | +159.7% | -9.6% | -32.8% |
| 5Y | +43.3% | +124.3% | -81.0% | -54.3% |
| All | +167.4% | +198.9% | -31.5% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside RY.
Daily Out/Under-Performance
Portfolio return minus RY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RY 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 RY 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