+178.0%
IONQ vs RGTI
-2.8%
+180.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RGTI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -6.9% | +0.5% | -3.3% |
| 7D | -11.5% | -18.1% | +6.7% | -3.2% |
| 30D | -8.1% | -17.6% | +9.6% | +1.4% |
| 3M | -35.8% | -48.3% | +12.5% | -12.4% |
| 6M | -47.7% | -47.8% | 0.0% | -29.1% |
| YTD | -35.6% | -56.6% | +20.9% | -3.0% |
| 1Y | -36.4% | -61.8% | +25.4% | +1.8% |
| 3Y | +150.0% | +807.5% | -657.5% | -18.6% |
| 5Y | +43.3% | -8.8% | +52.1% | +15.5% |
| All | +178.0% | -2.8% | +180.8% | +116.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RGTI.
Daily Out/Under-Performance
Portfolio return minus RGTI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RGTI 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 RGTI 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