+108.3%
IONQ vs RIO
+92.9%
+15.5%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | +0.8% | 0.0% | +0.8% | +0.8% |
| 30D | -1.0% | +4.0% | -5.0% | -3.9% |
| 3M | -39.8% | +0.1% | -39.9% | -39.7% |
| 6M | +6.4% | +12.7% | -6.3% | -1.1% |
| YTD | -11.9% | +35.6% | -47.5% | -27.8% |
| 1Y | -6.2% | +73.7% | -79.8% | -35.4% |
| All | +108.3% | +92.9% | +15.5% | +25.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling