+227.2%
IONQ vs RKT
-10.7%
+237.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RKT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.9% | +7.5% | +8.1% |
| 7D | +25.5% | +10.3% | +15.1% | +21.7% |
| 30D | -11.4% | +32.3% | -43.7% | -19.0% |
| 3M | -20.5% | +10.7% | -31.2% | -23.5% |
| 6M | -28.2% | -3.2% | -25.0% | -28.9% |
| YTD | -21.2% | -21.5% | +0.3% | -17.4% |
| 1Y | -40.4% | -6.0% | -34.4% | -40.7% |
| 3Y | +214.7% | +104.2% | +110.5% | +127.4% |
| 5Y | +56.9% | +2.5% | +54.4% | +17.4% |
| All | +227.2% | -10.7% | +237.9% | +142.0% |
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