+144.7%
IONQ vs ROP
+18.4%
+126.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.3% | -10.3% | -10.4% |
| 7D | -16.7% | +9.2% | -25.9% | -20.6% |
| 30D | -38.9% | +35.5% | -74.5% | -48.7% |
| 3M | -33.8% | +24.4% | -58.3% | -41.9% |
| 6M | -44.9% | +38.0% | -83.0% | -56.4% |
| YTD | -41.1% | +11.1% | -52.2% | -44.8% |
| 1Y | -52.3% | +10.9% | -63.2% | -55.4% |
| 3Y | +128.2% | -0.5% | +128.7% | +133.1% |
| 5Y | +37.2% | +4.5% | +32.6% | +24.9% |
| All | +144.7% | +18.4% | +126.4% | +140.5% |
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 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