+274.7%
IONQ vs RIG
+146.2%
+128.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.8% |
| 7D | +7.1% | -2.7% | +9.8% | +7.7% |
| 30D | -8.9% | +9.5% | -18.4% | -11.3% |
| 3M | -35.6% | -6.6% | -28.9% | -34.8% |
| 6M | +13.3% | -2.9% | +16.1% | +11.5% |
| YTD | -9.8% | +39.5% | -49.3% | -19.8% |
| 1Y | -1.3% | +82.3% | -83.6% | -18.1% |
| 3Y | +109.3% | -29.6% | +138.8% | +105.1% |
| 5Y | +304.7% | +63.2% | +241.5% | +220.4% |
| All | +274.7% | +146.2% | +128.6% | +205.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIG.
Daily Out/Under-Performance
Portfolio return minus RIG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIG 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 RIG 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