+108.3%
IONQ vs ROIV
+200.3%
-92.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +0.4% |
| 7D | +0.8% | +0.6% | +0.2% | +0.5% |
| 30D | -1.0% | +1.0% | -2.0% | -1.4% |
| 3M | -39.8% | +18.3% | -58.1% | -45.2% |
| 6M | +6.4% | +18.3% | -11.9% | -3.9% |
| YTD | -11.9% | +61.0% | -72.9% | -34.0% |
| 1Y | -6.2% | +177.9% | -184.0% | -48.1% |
| All | +108.3% | +200.3% | -92.0% | +5.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling