+241.1%
IONQ vs RSG
+146.8%
+94.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.6% | -2.8% | -3.4% |
| 7D | -5.6% | -1.8% | -3.8% | -5.5% |
| 30D | -15.2% | +2.8% | -18.0% | -15.3% |
| 3M | -34.9% | +4.3% | -39.2% | -35.3% |
| 6M | +4.9% | -0.5% | +5.4% | +5.5% |
| YTD | -17.9% | +5.2% | -23.1% | -18.8% |
| 1Y | -16.0% | -2.1% | -13.9% | -15.4% |
| 3Y | +90.5% | +56.5% | +34.0% | +59.8% |
| 5Y | +268.4% | +89.5% | +178.9% | +193.6% |
| All | +241.1% | +146.8% | +94.3% | +180.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RSG.
Daily Out/Under-Performance
Portfolio return minus RSG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RSG 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 10y: compounded portfolio wealth divided by compounded RSG 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…
10y analysis · Full analysis span regression · 6 months rolling