+274.7%
IONQ vs ROK
+87.4%
+187.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.1% | +3.5% | +3.3% |
| 7D | +7.1% | +2.8% | +4.3% | +4.6% |
| 30D | -8.9% | -2.4% | -6.5% | -6.8% |
| 3M | -35.6% | -4.7% | -30.9% | -33.7% |
| 6M | +13.3% | +16.8% | -3.5% | -1.1% |
| YTD | -9.8% | +11.4% | -21.2% | -17.7% |
| 1Y | -1.3% | +26.2% | -27.5% | -18.7% |
| 3Y | +109.3% | +51.9% | +57.4% | +42.4% |
| 5Y | +304.7% | +46.4% | +258.3% | +156.6% |
| All | +274.7% | +87.4% | +187.3% | +127.3% |
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