+227.2%
IONQ vs ROK
+70.0%
+157.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.6% | +4.7% | +5.3% |
| 7D | +25.5% | -11.5% | +37.0% | +38.5% |
| 30D | -11.4% | -10.0% | -1.4% | -3.5% |
| 3M | -20.5% | -11.4% | -9.0% | -12.0% |
| 6M | -28.2% | -13.7% | -14.5% | -19.4% |
| YTD | -21.2% | +1.0% | -22.3% | -22.4% |
| 1Y | -40.4% | +5.6% | -46.0% | -43.3% |
| 3Y | +214.7% | +59.1% | +155.6% | +103.4% |
| 5Y | +56.9% | +26.1% | +30.7% | +9.7% |
| All | +227.2% | +70.0% | +157.2% | +114.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ROK.
Daily Out/Under-Performance
Portfolio return minus ROK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROK 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 ROK 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