+227.2%
IONQ vs RIO
+73.1%
+154.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.2% | +5.2% | +6.4% |
| 7D | +25.5% | +4.4% | +21.0% | +22.4% |
| 30D | -11.4% | -8.9% | -2.6% | -6.2% |
| 3M | -20.5% | -12.7% | -7.8% | -13.7% |
| 6M | -28.2% | -16.2% | -12.0% | -19.8% |
| YTD | -21.2% | +13.4% | -34.6% | -24.6% |
| 1Y | -40.4% | +30.9% | -71.3% | -47.1% |
| 3Y | +214.7% | +60.2% | +154.5% | +149.1% |
| 5Y | +56.9% | +98.9% | -42.1% | +16.6% |
| All | +227.2% | +73.1% | +154.1% | +140.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling