+202.0%
IONQ vs RY
+197.2%
+4.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.3% | +24.7% | +25.3% |
| 7D | +8.6% | -0.9% | +9.5% | +9.6% |
| 30D | -21.1% | +5.9% | -27.0% | -27.7% |
| 3M | -17.9% | -4.3% | -13.6% | -12.8% |
| 6M | -37.9% | +12.1% | -50.1% | -48.3% |
| YTD | -27.3% | +20.3% | -47.6% | -45.0% |
| 1Y | -43.2% | +41.0% | -84.2% | -66.0% |
| 3Y | +191.0% | +157.5% | +33.5% | -21.2% |
| 5Y | +69.3% | +123.2% | -53.9% | -45.7% |
| All | +202.0% | +197.2% | +4.8% | -10.9% |
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