+274.7%
IONQ vs RIO
+108.0%
+166.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.5% | +1.9% | +2.1% |
| 7D | +7.1% | +1.9% | +5.2% | +5.9% |
| 30D | -8.9% | +5.0% | -13.9% | -11.4% |
| 3M | -35.6% | +5.1% | -40.7% | -37.4% |
| 6M | +13.3% | +17.6% | -4.4% | +4.8% |
| YTD | -9.8% | +36.3% | -46.1% | -22.7% |
| 1Y | -1.3% | +71.2% | -72.5% | -24.9% |
| 3Y | +109.3% | +102.7% | +6.6% | +44.9% |
| 5Y | +304.7% | +99.6% | +205.1% | +171.9% |
| All | +274.7% | +108.0% | +166.7% | +146.9% |
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