+265.9%
IONQ vs ROP
-1.8%
+267.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.6% | +4.8% | +3.3% |
| 7D | +0.8% | -4.4% | +5.3% | +3.4% |
| 30D | -1.0% | +3.2% | -4.3% | -3.1% |
| 3M | -39.8% | +23.1% | -62.9% | -48.9% |
| 6M | +6.4% | +13.3% | -6.9% | -5.2% |
| YTD | -11.9% | -7.9% | -4.1% | -8.0% |
| 1Y | -6.2% | -22.1% | +15.9% | +12.8% |
| 3Y | +125.7% | -16.8% | +142.5% | +155.4% |
| 5Y | +296.0% | -13.5% | +309.5% | +297.8% |
| All | +265.9% | -1.8% | +267.7% | +301.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling