+274.7%
IONQ vs ROST
+98.7%
+176.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.8% |
| 7D | +7.1% | 0.0% | +7.1% | +7.1% |
| 30D | -8.9% | -10.2% | +1.2% | -2.3% |
| 3M | -35.6% | +1.0% | -36.6% | -36.8% |
| 6M | +13.3% | +8.7% | +4.5% | +5.1% |
| YTD | -9.8% | +27.8% | -37.6% | -26.0% |
| 1Y | -1.3% | +52.7% | -54.0% | -29.9% |
| 3Y | +109.3% | +97.5% | +11.8% | +19.8% |
| 5Y | +304.7% | +111.6% | +193.1% | +109.0% |
| All | +274.7% | +98.7% | +176.0% | +101.5% |
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