-44.7%
IONQ vs RIO
+29.3%
-74.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.6% | -5.1% | -4.8% |
| 7D | -8.9% | -1.6% | -7.3% | -7.7% |
| 30D | -31.3% | -11.6% | -19.7% | -22.9% |
| 3M | -29.2% | -12.7% | -16.5% | -19.8% |
| 6M | -35.4% | -12.4% | -23.0% | -25.6% |
| YTD | -34.2% | +11.0% | -45.2% | -33.1% |
| 1Y | -44.7% | +30.8% | -75.5% | -50.3% |
| All | -44.7% | +29.3% | -74.0% | -50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RIO.
Daily Out/Under-Performance
Portfolio return minus RIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RIO 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 1y: compounded portfolio wealth divided by compounded RIO 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…
1y analysis · Full analysis span regression · 6 months rolling