+202.0%
IONQ vs ROIV
+281.9%
-79.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +6.2% | +17.2% | +21.2% |
| 7D | +8.6% | +5.3% | +3.3% | +7.0% |
| 30D | -21.1% | +11.9% | -33.0% | -23.8% |
| 3M | -17.9% | +10.7% | -28.6% | -21.0% |
| 6M | -37.9% | +34.9% | -72.9% | -44.5% |
| YTD | -27.3% | +79.2% | -106.5% | -41.0% |
| 1Y | -43.2% | +89.0% | -132.2% | -54.6% |
| 3Y | +191.0% | +337.3% | -146.4% | +81.1% |
| 5Y | +69.3% | +402.3% | -333.0% | -11.9% |
| All | +202.0% | +281.9% | -79.9% | +110.3% |
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