+366.3%
IONQ vs RBRK
+130.1%
+236.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RBRK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -3.1% | -2.7% | -4.1% |
| 7D | +1.3% | +1.9% | -0.6% | +0.3% |
| 30D | -10.3% | -9.3% | -1.0% | -6.3% |
| 3M | -32.7% | +23.8% | -56.5% | -41.5% |
| 6M | +6.3% | +55.4% | -49.0% | -20.8% |
| YTD | -15.0% | +16.1% | -31.1% | -26.5% |
| 1Y | -13.3% | -9.8% | -3.5% | -16.0% |
| All | +366.3% | +130.1% | +236.2% | +143.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RBRK.
Daily Out/Under-Performance
Portfolio return minus RBRK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RBRK 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 all: compounded portfolio wealth divided by compounded RBRK 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…
all analysis · Full analysis span regression · 6 months rolling