+185.7%
IONQ vs RIO
+66.8%
+118.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.0% | -7.4% | -8.2% |
| 7D | +16.8% | +0.1% | +16.6% | +17.0% |
| 30D | -11.1% | -10.5% | -0.6% | -4.8% |
| 3M | -31.7% | -15.9% | -15.8% | -24.1% |
| 6M | -44.8% | -22.3% | -22.5% | -35.5% |
| YTD | -31.2% | +9.3% | -40.5% | -32.7% |
| 1Y | -39.1% | +23.0% | -62.2% | -44.0% |
| 3Y | +189.5% | +52.1% | +137.4% | +136.2% |
| 5Y | +53.2% | +88.9% | -35.7% | +16.7% |
| All | +185.7% | +66.8% | +118.9% | +115.0% |
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