+274.7%
IONQ vs RKT
-18.8%
+293.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +2.9% |
| 7D | +7.1% | +6.0% | +1.1% | +5.2% |
| 30D | -8.9% | +0.7% | -9.6% | -9.2% |
| 3M | -35.6% | +11.8% | -47.4% | -38.5% |
| 6M | +13.3% | -7.6% | +20.9% | +14.7% |
| YTD | -9.8% | -28.7% | +18.9% | -2.0% |
| 1Y | -1.3% | -32.6% | +31.3% | +7.9% |
| 3Y | +109.3% | +42.1% | +67.2% | +69.4% |
| 5Y | +304.7% | -7.2% | +311.9% | +213.2% |
| All | +274.7% | -18.8% | +293.6% | +187.2% |
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