+45.7%
IONQ vs ROST
+109.2%
-63.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.1% | -4.7% |
| 7D | -11.5% | +0.3% | -11.7% | -11.4% |
| 30D | -8.1% | +0.5% | -8.6% | -8.7% |
| 3M | -35.8% | -5.2% | -30.6% | -33.7% |
| 6M | -47.7% | +9.8% | -57.6% | -52.4% |
| YTD | -35.6% | +29.4% | -65.0% | -49.1% |
| 1Y | -36.4% | +44.4% | -80.7% | -54.4% |
| 3Y | +150.0% | +95.0% | +55.0% | +33.6% |
| All | +45.7% | +109.2% | -63.5% | -23.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling