+274.7%
IONQ vs RNG
-81.6%
+356.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.4% | +6.8% | +4.4% |
| 7D | +7.1% | -0.8% | +7.9% | +7.3% |
| 30D | -8.9% | +11.4% | -20.3% | -14.1% |
| 3M | -35.6% | +72.1% | -107.6% | -52.6% |
| 6M | +13.3% | +67.9% | -54.7% | -18.5% |
| YTD | -9.8% | +144.3% | -154.2% | -50.0% |
| 1Y | -1.3% | +117.5% | -118.8% | -42.0% |
| 3Y | +109.3% | +123.9% | -14.6% | +15.0% |
| 5Y | +304.7% | -70.1% | +374.8% | +344.2% |
| All | +274.7% | -81.6% | +356.3% | +406.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RNG.
Daily Out/Under-Performance
Portfolio return minus RNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RNG 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 RNG 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