+150.0%
IONQ vs RBLX
+31.2%
+118.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RBLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.9% | -3.5% | -5.3% |
| 7D | -11.5% | +1.2% | -12.7% | -11.7% |
| 30D | -8.1% | +5.0% | -13.1% | -10.0% |
| 3M | -35.8% | +31.5% | -67.3% | -43.0% |
| 6M | -47.7% | +18.9% | -66.7% | -54.2% |
| YTD | -35.6% | -38.4% | +2.8% | -26.0% |
| 1Y | -36.4% | -50.7% | +14.3% | -18.5% |
| 3Y | +150.0% | +28.8% | +121.2% | +95.8% |
| All | +150.0% | +31.2% | +118.9% | +95.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling