+265.9%
IONQ vs RIG
+150.0%
+115.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.1% | +2.0% |
| 7D | +0.8% | +0.9% | 0.0% | +0.5% |
| 30D | -1.0% | +13.8% | -14.8% | -4.5% |
| 3M | -39.8% | -6.4% | -33.4% | -39.0% |
| 6M | +6.4% | -8.2% | +14.6% | +6.4% |
| YTD | -11.9% | +41.6% | -53.6% | -21.9% |
| 1Y | -6.2% | +88.7% | -94.9% | -22.7% |
| 3Y | +125.7% | -30.9% | +156.6% | +121.8% |
| 5Y | +296.0% | +57.7% | +238.3% | +212.6% |
| All | +265.9% | +150.0% | +115.9% | +197.0% |
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