+215.4%
IONQ vs RSG
+179.2%
+36.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.6% |
| 7D | +15.3% | +1.6% | +13.7% | +15.4% |
| 30D | -6.1% | +13.5% | -19.6% | -6.1% |
| 3M | -21.6% | +16.3% | -37.9% | -21.7% |
| 6M | -40.1% | +26.9% | -67.0% | -41.5% |
| YTD | -24.1% | +19.1% | -43.2% | -24.9% |
| 1Y | -37.4% | +21.8% | -59.2% | -38.8% |
| 3Y | +219.5% | +63.5% | +156.0% | +177.3% |
| 5Y | +76.9% | +98.6% | -21.7% | +42.3% |
| All | +215.4% | +179.2% | +36.1% | +159.2% |
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