+52.8%
IONQ vs RIO
+94.1%
-41.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | RIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.7% | +22.7% | +22.9% |
| 7D | +8.6% | +2.2% | +6.3% | +6.9% |
| 30D | -21.1% | -10.1% | -11.0% | -14.8% |
| 3M | -17.9% | -14.1% | -3.7% | -8.5% |
| 6M | -37.9% | -18.9% | -19.0% | -27.6% |
| YTD | -27.3% | +9.9% | -37.2% | -30.1% |
| 1Y | -43.2% | +27.0% | -70.2% | -50.3% |
| 3Y | +191.0% | +50.1% | +140.9% | +124.0% |
| All | +52.8% | +94.1% | -41.3% | -8.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling