-37.4%
IONQ vs RIO
+27.0%
-64.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -3.1% |
| 7D | +15.3% | +0.5% | +14.8% | +15.2% |
| 30D | -6.1% | -9.9% | +3.8% | +3.8% |
| 3M | -21.6% | -14.0% | -7.6% | -9.4% |
| 6M | -40.1% | -19.5% | -20.6% | -26.4% |
| YTD | -24.1% | +11.5% | -35.6% | -23.6% |
| 1Y | -37.4% | +26.9% | -64.4% | -38.8% |
| All | -37.4% | +27.0% | -64.5% | -38.8% |
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