+202.0%
IONQ vs RNG
-81.0%
+283.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.9% | +26.3% | +24.8% |
| 7D | +8.6% | -11.3% | +19.9% | +14.9% |
| 30D | -21.1% | -5.7% | -15.4% | -18.8% |
| 3M | -17.9% | +16.8% | -34.7% | -24.2% |
| 6M | -37.9% | +58.5% | -96.4% | -53.3% |
| YTD | -27.3% | +151.3% | -178.6% | -60.3% |
| 1Y | -43.2% | +169.0% | -212.2% | -70.1% |
| 3Y | +191.0% | +156.9% | +34.1% | +49.1% |
| 5Y | +69.3% | -69.0% | +138.3% | +83.5% |
| All | +202.0% | -81.0% | +283.1% | +302.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling