+135.8%
IONQ vs ROIV
+290.8%
-155.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROIV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.2% | -6.3% | -7.8% |
| 7D | -16.7% | -2.4% | -14.3% | -15.2% |
| 30D | -38.9% | +3.1% | -42.0% | -40.0% |
| 3M | -33.8% | +5.8% | -39.6% | -37.4% |
| 6M | -44.9% | +29.3% | -74.2% | -55.3% |
| YTD | -41.1% | +68.8% | -109.9% | -61.2% |
| 1Y | -52.3% | +81.0% | -133.3% | -70.2% |
| All | +135.8% | +290.8% | -155.1% | -22.1% |
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