-44.7%
IONQ vs ROL
-34.1%
-10.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.8% | -4.3% | -0.7% |
| 7D | -8.9% | +14.6% | -23.5% | -5.1% |
| 30D | -31.3% | +29.3% | -60.5% | -25.5% |
| 3M | -29.2% | +2.0% | -31.2% | -27.9% |
| 6M | -35.4% | -28.5% | -6.9% | -38.5% |
| YTD | -34.2% | -35.3% | +1.2% | -33.7% |
| 1Y | -44.7% | -34.7% | -10.0% | -44.3% |
| All | -44.7% | -34.1% | -10.5% | -44.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROL.
Daily Out/Under-Performance
Portfolio return minus ROL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROL 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 1y: compounded portfolio wealth divided by compounded ROL 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…
1y analysis · Full analysis span regression · 6 months rolling