+224.0%
IONQ vs RIG
+121.4%
+102.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RIG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +16.7% | -12.2% | +28.9% | +20.6% |
| 30D | -12.3% | -6.0% | -6.3% | -11.3% |
| 3M | -17.7% | -9.4% | -8.3% | -16.5% |
| 6M | -28.9% | -19.1% | -9.9% | -26.4% |
| YTD | -22.0% | +25.4% | -47.4% | -29.4% |
| 1Y | -36.8% | +23.3% | -60.1% | -42.4% |
| 3Y | +228.2% | -22.1% | +250.3% | +215.2% |
| 5Y | +91.9% | +50.1% | +41.8% | +55.0% |
| All | +224.0% | +121.4% | +102.6% | +168.8% |
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 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