+294.8%
IONQ vs ROST
+111.8%
+183.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.6% |
| 7D | +0.8% | +0.9% | -0.1% | +0.1% |
| 30D | -1.0% | -8.9% | +7.9% | +5.8% |
| 3M | -39.8% | -0.8% | -39.0% | -40.2% |
| 6M | +6.4% | +8.5% | -2.0% | -1.9% |
| YTD | -11.9% | +28.6% | -40.5% | -29.6% |
| 1Y | -6.2% | +52.3% | -58.5% | -35.8% |
| 3Y | +125.7% | +94.8% | +30.9% | +21.2% |
| All | +294.8% | +111.8% | +183.0% | +96.6% |
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