+215.4%
IONQ vs ROST
+109.4%
+105.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.0% | -3.6% | -3.3% |
| 7D | +15.3% | -1.8% | +17.1% | +16.8% |
| 30D | -6.1% | +6.8% | -12.9% | -10.7% |
| 3M | -21.6% | -4.0% | -17.6% | -20.0% |
| 6M | -40.1% | +12.9% | -53.0% | -46.1% |
| YTD | -24.1% | +34.7% | -58.8% | -40.2% |
| 1Y | -37.4% | +49.5% | -86.9% | -54.7% |
| 3Y | +219.5% | +101.5% | +118.0% | +79.8% |
| 5Y | +76.9% | +120.7% | -43.8% | -12.0% |
| All | +215.4% | +109.4% | +105.9% | +62.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling