+185.7%
IONQ vs RNG
-80.0%
+265.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.1% | -10.4% | -9.9% |
| 7D | +16.8% | +2.3% | +14.5% | +15.1% |
| 30D | -11.1% | -3.4% | -7.7% | -9.6% |
| 3M | -31.7% | +20.9% | -52.6% | -38.1% |
| 6M | -44.8% | +82.2% | -127.0% | -61.1% |
| YTD | -31.2% | +164.6% | -195.9% | -63.4% |
| 1Y | -39.1% | +177.0% | -216.1% | -68.4% |
| 3Y | +189.5% | +177.4% | +12.1% | +43.0% |
| 5Y | +53.2% | -72.3% | +125.5% | +63.5% |
| All | +185.7% | -80.0% | +265.8% | +271.4% |
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