+45.7%
IONQ vs RIG
+62.5%
-16.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +4.1% | -10.6% | -7.7% |
| 7D | -11.5% | +5.7% | -17.2% | -13.2% |
| 30D | -8.1% | -0.7% | -7.4% | -8.5% |
| 3M | -35.8% | -3.1% | -32.6% | -36.1% |
| 6M | -47.7% | -16.3% | -31.4% | -46.1% |
| YTD | -35.6% | +34.1% | -69.8% | -45.3% |
| 1Y | -36.4% | +38.2% | -74.5% | -46.5% |
| 3Y | +150.0% | -15.3% | +165.3% | +131.5% |
| All | +45.7% | +62.5% | -16.8% | -7.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling