+150.0%
IONQ vs ROST
+94.3%
+55.8%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.1% | -5.2% |
| 7D | -11.5% | +0.3% | -11.7% | -11.4% |
| 30D | -8.1% | +0.5% | -8.6% | -8.4% |
| 3M | -35.8% | -5.2% | -30.6% | -34.1% |
| 6M | -47.7% | +9.8% | -57.6% | -51.3% |
| YTD | -35.6% | +29.4% | -65.0% | -46.3% |
| 1Y | -36.4% | +44.4% | -80.7% | -51.3% |
| 3Y | +150.0% | +95.0% | +55.0% | +40.1% |
| All | +150.0% | +94.3% | +55.8% | +40.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling