-1.3%
IONQ vs ROST
+53.6%
-54.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.5% |
| 7D | +7.1% | +0.2% | +6.9% | +7.1% |
| 30D | -8.9% | -10.0% | +1.1% | -7.7% |
| 3M | -35.6% | +1.2% | -36.8% | -35.8% |
| 6M | +13.3% | +8.9% | +4.3% | +10.6% |
| YTD | -9.8% | +28.1% | -37.9% | -10.4% |
| 1Y | -1.3% | +53.0% | -54.3% | -8.3% |
| All | -1.3% | +53.6% | -54.9% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ROST.
Daily Out/Under-Performance
Portfolio return minus ROST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROST 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ROST 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling