+191.0%
IONQ vs ROL
+3.8%
+187.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.1% | +25.5% | +23.2% |
| 7D | +8.6% | +9.5% | -0.9% | +9.6% |
| 30D | -21.1% | +22.9% | -44.0% | -19.4% |
| 3M | -17.9% | +3.5% | -21.4% | -17.0% |
| 6M | -37.9% | -29.4% | -8.6% | -37.8% |
| YTD | -27.3% | -36.1% | +8.8% | -26.4% |
| 1Y | -43.2% | -34.4% | -8.8% | -42.6% |
| 3Y | +191.0% | +4.0% | +187.0% | +164.5% |
| All | +191.0% | +3.8% | +187.1% | +164.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling