+202.0%
IONQ vs ROP
+15.2%
+186.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.9% | +26.3% | +24.8% |
| 7D | +8.6% | +2.1% | +6.4% | +6.8% |
| 30D | -21.1% | +32.9% | -54.0% | -33.4% |
| 3M | -17.9% | +20.3% | -38.2% | -26.9% |
| 6M | -37.9% | +36.8% | -74.7% | -51.0% |
| YTD | -27.3% | +8.1% | -35.4% | -31.2% |
| 1Y | -43.2% | +8.3% | -51.5% | -46.5% |
| 3Y | +191.0% | -3.2% | +194.2% | +200.4% |
| 5Y | +69.3% | +1.7% | +67.6% | +55.7% |
| All | +202.0% | +15.2% | +186.9% | +199.8% |
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