-36.4%
IONQ vs ROL
-31.8%
-4.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.6% | -9.0% | -5.5% |
| 7D | -11.5% | +3.0% | -14.4% | -10.6% |
| 30D | -8.1% | +19.8% | -27.9% | -2.6% |
| 3M | -35.8% | +7.9% | -43.7% | -33.4% |
| 6M | -47.7% | -25.6% | -22.1% | -50.1% |
| YTD | -35.6% | -34.1% | -1.5% | -34.0% |
| 1Y | -36.4% | -31.4% | -5.0% | -31.6% |
| All | -36.4% | -31.8% | -4.5% | -31.6% |
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