+215.4%
IONQ vs ROP
+15.4%
+199.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.3% | -3.0% |
| 7D | +15.3% | -2.9% | +18.3% | +16.6% |
| 30D | -6.1% | +30.1% | -36.1% | -19.7% |
| 3M | -21.6% | +19.9% | -41.5% | -30.1% |
| 6M | -40.1% | +46.0% | -86.1% | -54.7% |
| YTD | -24.1% | +8.4% | -32.4% | -28.3% |
| 1Y | -37.4% | +8.8% | -46.2% | -41.3% |
| 3Y | +219.5% | -5.6% | +225.2% | +238.0% |
| 5Y | +76.9% | +3.0% | +73.9% | +62.6% |
| All | +215.4% | +15.4% | +199.9% | +212.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ROP.
Daily Out/Under-Performance
Portfolio return minus ROP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROP 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 10y: compounded portfolio wealth divided by compounded ROP 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…
10y analysis · Full analysis span regression · 6 months rolling