+265.9%
IONQ vs ROK
+89.5%
+176.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ROK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.3% | 0.0% | +0.2% |
| 7D | +0.8% | +0.7% | +0.1% | +0.2% |
| 30D | -1.0% | -3.3% | +2.3% | +2.1% |
| 3M | -39.8% | -5.9% | -33.9% | -37.1% |
| 6M | +6.4% | +13.9% | -7.4% | -5.1% |
| YTD | -11.9% | +12.6% | -24.5% | -20.4% |
| 1Y | -6.2% | +28.6% | -34.7% | -23.9% |
| 3Y | +125.7% | +45.1% | +80.6% | +59.5% |
| 5Y | +296.0% | +45.6% | +250.4% | +149.4% |
| All | +265.9% | +89.5% | +176.5% | +120.0% |
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