+215.4%
IONQ vs RIG
+126.9%
+88.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.5% | -5.2% | -3.3% |
| 7D | +15.3% | -2.6% | +17.9% | +16.2% |
| 30D | -6.1% | -5.2% | -0.9% | -5.2% |
| 3M | -21.6% | -8.6% | -13.0% | -20.6% |
| 6M | -40.1% | -18.9% | -21.2% | -38.1% |
| YTD | -24.1% | +28.6% | -52.7% | -31.7% |
| 1Y | -37.4% | +25.5% | -62.9% | -43.2% |
| 3Y | +219.5% | -20.2% | +239.7% | +204.9% |
| 5Y | +76.9% | +53.9% | +23.0% | +42.0% |
| All | +215.4% | +126.9% | +88.4% | +160.0% |
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