+202.0%
IONQ vs RKT
-11.5%
+213.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.6% | +21.8% | +22.9% |
| 7D | +8.6% | +17.7% | -9.1% | +3.0% |
| 30D | -21.1% | +31.6% | -52.7% | -27.8% |
| 3M | -17.9% | +13.9% | -31.8% | -21.7% |
| 6M | -37.9% | +2.8% | -40.7% | -39.7% |
| YTD | -27.3% | -22.2% | -5.1% | -23.6% |
| 1Y | -43.2% | -3.5% | -39.7% | -43.9% |
| 3Y | +191.0% | +95.3% | +95.7% | +112.9% |
| 5Y | +69.3% | -0.4% | +69.7% | +26.9% |
| All | +202.0% | -11.5% | +213.5% | +123.9% |
Cumulative growth
Daily Returns
Daily percentage return beside RKT.
Daily Out/Under-Performance
Portfolio return minus RKT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RKT 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 RKT 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