-37.9%
IONQ vs ROST
+1.7%
-39.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.8% | +25.2% | +23.4% |
| 7D | +8.6% | +1.2% | +7.4% | +9.0% |
| 30D | -21.1% | +2.5% | -23.6% | -21.0% |
| 3M | -17.9% | -9.0% | -8.9% | -18.1% |
| 6M | -37.9% | +1.3% | -39.3% | -37.1% |
| All | -37.9% | +1.7% | -39.7% | -37.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling