+202.0%
IONQ vs ROK
+64.1%
+137.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.4% | +24.8% | +24.6% |
| 7D | +8.6% | -13.8% | +22.4% | +22.3% |
| 30D | -21.1% | -14.9% | -6.1% | -10.0% |
| 3M | -17.9% | -14.7% | -3.2% | -6.5% |
| 6M | -37.9% | -17.7% | -20.3% | -27.5% |
| YTD | -27.3% | -2.5% | -24.8% | -26.3% |
| 1Y | -43.2% | +2.3% | -45.5% | -44.5% |
| 3Y | +191.0% | +52.7% | +138.3% | +94.3% |
| 5Y | +69.3% | +20.5% | +48.7% | +21.8% |
| All | +202.0% | +64.1% | +137.9% | +103.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling