+52.8%
IONQ vs ROK
+19.3%
+33.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.4% | +24.8% | +24.6% |
| 7D | +8.6% | -13.8% | +22.4% | +23.3% |
| 30D | -21.1% | -14.9% | -6.1% | -9.2% |
| 3M | -17.9% | -14.7% | -3.2% | -5.6% |
| 6M | -37.9% | -17.7% | -20.3% | -26.7% |
| YTD | -27.3% | -2.5% | -24.8% | -26.6% |
| 1Y | -43.2% | +2.3% | -45.5% | -45.0% |
| 3Y | +191.0% | +52.7% | +138.3% | +82.2% |
| All | +52.8% | +19.3% | +33.5% | +36.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling