+215.4%
IONQ vs ROK
+77.4%
+138.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.3% | -4.9% | -4.6% |
| 7D | +15.3% | -8.5% | +23.8% | +23.5% |
| 30D | -6.1% | -6.4% | +0.3% | -1.1% |
| 3M | -21.6% | -8.8% | -12.7% | -15.5% |
| 6M | -40.1% | -10.5% | -29.6% | -34.9% |
| YTD | -24.1% | +5.4% | -29.5% | -27.9% |
| 1Y | -37.4% | +5.0% | -42.4% | -40.0% |
| 3Y | +219.5% | +64.3% | +155.2% | +100.9% |
| 5Y | +76.9% | +34.0% | +43.0% | +19.0% |
| All | +215.4% | +77.4% | +138.0% | +99.2% |
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