+167.4%
IONQ vs RSG
+183.3%
-15.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RSG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -11.5% | +2.5% | -14.0% | -11.4% |
| 30D | -8.1% | +12.7% | -20.8% | -8.0% |
| 3M | -35.8% | +17.9% | -53.7% | -35.8% |
| 6M | -47.7% | +25.0% | -72.7% | -48.5% |
| YTD | -35.6% | +20.8% | -56.4% | -36.3% |
| 1Y | -36.4% | +24.3% | -60.7% | -37.8% |
| 3Y | +150.0% | +65.3% | +84.8% | +117.5% |
| 5Y | +43.3% | +99.1% | -55.7% | +15.2% |
| All | +167.4% | +183.3% | -15.9% | +120.0% |
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