+87.2%
IONQ vs RDW
+249.5%
-162.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RDW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.6% | -5.0% | -4.1% |
| 7D | -5.6% | +4.8% | -10.4% | -7.6% |
| 30D | -15.2% | -19.5% | +4.3% | -6.5% |
| 3M | -34.9% | -26.9% | -8.0% | -26.7% |
| 6M | +4.9% | +17.8% | -12.9% | -11.2% |
| YTD | -17.9% | +43.0% | -60.9% | -39.0% |
| 1Y | -16.0% | +32.1% | -48.1% | -36.8% |
| All | +87.2% | +249.5% | -162.3% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RDW.
Daily Out/Under-Performance
Portfolio return minus RDW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RDW 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 RDW 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