+150.0%
IONQ vs ROK
+63.3%
+86.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.4% | -6.0% | -6.1% |
| 7D | -11.5% | +7.1% | -18.5% | -16.1% |
| 30D | -8.1% | -5.0% | -3.1% | -4.6% |
| 3M | -35.8% | -9.4% | -26.4% | -30.6% |
| 6M | -47.7% | -11.0% | -36.7% | -43.0% |
| YTD | -35.6% | +4.4% | -40.1% | -38.0% |
| 1Y | -36.4% | +7.4% | -43.8% | -39.8% |
| 3Y | +150.0% | +61.0% | +89.1% | +36.3% |
| All | +150.0% | +63.3% | +86.7% | +36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling