+167.4%
IONQ vs ROIV
+288.3%
-120.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.2% | -5.3% | -6.0% |
| 7D | -11.5% | +1.7% | -13.1% | -11.8% |
| 30D | -8.1% | +17.6% | -25.7% | -12.7% |
| 3M | -35.8% | +9.0% | -44.8% | -37.8% |
| 6M | -47.7% | +35.3% | -83.0% | -53.2% |
| YTD | -35.6% | +82.2% | -117.8% | -47.9% |
| 1Y | -36.4% | +92.3% | -128.7% | -49.4% |
| 3Y | +150.0% | +336.8% | -186.8% | +55.8% |
| 5Y | +43.3% | +370.6% | -327.3% | -24.9% |
| All | +167.4% | +288.3% | -120.9% | +85.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROIV.
Daily Out/Under-Performance
Portfolio return minus ROIV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROIV 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 ROIV 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