+108.3%
IONQ vs ROST
+95.5%
+12.9%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +0.8% | +0.9% | -0.1% | +0.3% |
| 30D | -1.0% | -8.9% | +7.9% | +4.1% |
| 3M | -39.8% | -0.8% | -39.0% | -40.0% |
| 6M | +6.4% | +8.5% | -2.0% | -0.3% |
| YTD | -11.9% | +28.6% | -40.5% | -26.6% |
| 1Y | -6.2% | +52.3% | -58.5% | -32.0% |
| All | +108.3% | +95.5% | +12.9% | +17.2% |
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