+91.9%
IONQ vs ROL
+16.5%
+75.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | +16.7% | +3.4% | +13.3% | +15.4% |
| 30D | -12.3% | +20.8% | -33.0% | -17.4% |
| 3M | -17.7% | +3.7% | -21.5% | -18.9% |
| 6M | -28.9% | -27.7% | -1.3% | -20.7% |
| YTD | -22.0% | -34.9% | +12.9% | -9.3% |
| 1Y | -36.8% | -33.3% | -3.5% | -27.6% |
| 3Y | +228.2% | +4.3% | +223.9% | +167.8% |
| 5Y | +91.9% | +15.0% | +77.0% | +49.7% |
| All | +91.9% | +16.5% | +75.5% | +49.7% |
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