+191.0%
IONQ vs ROP
-3.8%
+194.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.9% | +26.3% | +23.9% |
| 7D | +8.6% | +2.1% | +6.4% | +7.8% |
| 30D | -21.1% | +32.9% | -54.0% | -27.0% |
| 3M | -17.9% | +20.0% | -37.9% | -21.9% |
| 6M | -37.9% | +36.4% | -74.4% | -44.9% |
| YTD | -27.3% | +7.8% | -35.1% | -24.5% |
| 1Y | -43.2% | +8.0% | -51.2% | -41.2% |
| 3Y | +191.0% | -3.5% | +194.5% | +267.8% |
| All | +191.0% | -3.8% | +194.8% | +267.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling