+232.5%
IONQ vs RBLX
-30.4%
+262.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.8% | -4.2% | -3.8% |
| 7D | -5.6% | +8.1% | -13.7% | -8.7% |
| 30D | -15.2% | +23.9% | -39.1% | -23.0% |
| 3M | -34.9% | +8.1% | -43.1% | -40.2% |
| 6M | +4.9% | -23.7% | +28.6% | +10.4% |
| YTD | -17.9% | -44.6% | +26.7% | -1.0% |
| 1Y | -16.0% | -66.2% | +50.2% | +25.5% |
| 3Y | +90.5% | +54.7% | +35.8% | +34.3% |
| 5Y | +268.4% | -48.9% | +317.3% | +263.7% |
| All | +232.5% | -30.4% | +262.9% | +227.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RBLX.
Daily Out/Under-Performance
Portfolio return minus RBLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBLX 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 RBLX 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