+202.0%
IONQ vs RIG
+123.9%
+78.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.7% | +20.7% | +22.7% |
| 7D | +8.6% | -24.5% | +33.1% | +16.2% |
| 30D | -21.1% | -2.8% | -18.3% | -20.8% |
| 3M | -17.9% | +1.6% | -19.4% | -19.1% |
| 6M | -37.9% | -15.9% | -22.1% | -36.3% |
| YTD | -27.3% | +26.9% | -54.2% | -34.3% |
| 1Y | -43.2% | +34.4% | -77.6% | -49.4% |
| 3Y | +191.0% | -21.2% | +212.2% | +178.6% |
| 5Y | +69.3% | +46.4% | +22.9% | +36.6% |
| All | +202.0% | +123.9% | +78.1% | +150.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling