+294.8%
IONQ vs ROL
-3.8%
+298.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.2% |
| 7D | +0.8% | -1.4% | +2.2% | +1.2% |
| 30D | -1.0% | -4.1% | +3.1% | 0.0% |
| 3M | -39.8% | -22.5% | -17.3% | -35.9% |
| 6M | +6.4% | -37.7% | +44.1% | +21.2% |
| YTD | -11.9% | -39.6% | +27.7% | +1.1% |
| 1Y | -6.2% | -36.0% | +29.9% | +4.2% |
| 3Y | +125.7% | -5.1% | +130.8% | +101.3% |
| All | +294.8% | -3.8% | +298.6% | +163.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling