-1.3%
IONQ vs RIG
+85.2%
-86.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.5% | +3.9% | +2.8% |
| 7D | +7.1% | -2.7% | +9.8% | +7.6% |
| 30D | -8.9% | +9.5% | -18.4% | -11.3% |
| 3M | -35.6% | -6.6% | -28.9% | -34.7% |
| 6M | +13.3% | -2.9% | +16.1% | +7.4% |
| YTD | -9.8% | +39.5% | -49.3% | -31.1% |
| 1Y | -1.3% | +82.3% | -83.6% | -34.8% |
| All | -1.3% | +85.2% | -86.5% | -34.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling