+167.4%
IONQ vs ROP
+16.0%
+151.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.9% | -6.6% |
| 7D | -11.5% | +0.7% | -12.2% | -11.8% |
| 30D | -8.1% | +28.8% | -36.9% | -20.8% |
| 3M | -35.8% | +21.1% | -56.8% | -43.1% |
| 6M | -47.7% | +52.5% | -100.3% | -61.7% |
| YTD | -35.6% | +8.9% | -44.5% | -39.4% |
| 1Y | -36.4% | +8.2% | -44.6% | -39.9% |
| 3Y | +150.0% | -5.2% | +155.2% | +163.8% |
| 5Y | +43.3% | +1.7% | +41.6% | +31.2% |
| All | +167.4% | +16.0% | +151.4% | +164.3% |
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