+294.8%
IONQ vs RIG
+60.3%
+234.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +2.2% |
| 7D | +0.8% | +0.9% | 0.0% | +0.4% |
| 30D | -1.0% | +13.8% | -14.8% | -5.5% |
| 3M | -39.8% | -6.4% | -33.4% | -38.8% |
| 6M | +6.4% | -8.2% | +14.6% | +6.2% |
| YTD | -11.9% | +41.6% | -53.6% | -25.1% |
| 1Y | -6.2% | +88.7% | -94.9% | -27.8% |
| 3Y | +125.7% | -30.9% | +156.6% | +123.9% |
| All | +294.8% | +60.3% | +234.5% | +156.8% |
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 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