+215.4%
IONQ vs RKT
-15.1%
+230.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +15.3% | -3.8% | +19.1% | +16.8% |
| 30D | -6.1% | +32.8% | -38.9% | -14.3% |
| 3M | -21.6% | +0.8% | -22.4% | -22.4% |
| 6M | -40.1% | -2.6% | -37.5% | -40.6% |
| YTD | -24.1% | -25.4% | +1.3% | -19.2% |
| 1Y | -37.4% | -19.1% | -18.3% | -34.9% |
| 3Y | +219.5% | +83.2% | +136.3% | +138.8% |
| 5Y | +76.9% | +0.8% | +76.1% | +34.6% |
| All | +215.4% | -15.1% | +230.5% | +136.8% |
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