+202.0%
IONQ vs ROST
+100.6%
+101.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.8% | +25.2% | +24.6% |
| 7D | +8.6% | +1.2% | +7.4% | +7.4% |
| 30D | -21.1% | +2.5% | -23.6% | -23.0% |
| 3M | -17.9% | -9.0% | -8.9% | -13.3% |
| 6M | -37.9% | +1.3% | -39.3% | -40.1% |
| YTD | -27.3% | +29.1% | -56.4% | -41.1% |
| 1Y | -43.2% | +45.4% | -88.6% | -58.2% |
| 3Y | +191.0% | +94.9% | +96.1% | +67.1% |
| 5Y | +69.3% | +104.0% | -34.7% | -12.5% |
| All | +202.0% | +100.6% | +101.4% | +60.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling