+173.5%
IONQ vs RY
+210.0%
-36.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.0% | -4.5% | -5.9% |
| 7D | -8.9% | +2.5% | -11.4% | -12.3% |
| 30D | -31.3% | +8.4% | -39.7% | -39.1% |
| 3M | -29.2% | +1.2% | -30.4% | -30.8% |
| 6M | -35.4% | +19.4% | -54.8% | -50.8% |
| YTD | -34.2% | +25.4% | -59.6% | -53.1% |
| 1Y | -44.7% | +46.7% | -91.4% | -68.7% |
| 3Y | +155.1% | +168.6% | -13.5% | -35.0% |
| 5Y | +79.8% | +132.3% | -52.5% | -45.8% |
| All | +173.5% | +210.0% | -36.5% | -24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling