+253.1%
IONQ vs ROKU
-55.0%
+308.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ROKU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.6% | -4.2% | -4.9% |
| 7D | +1.3% | -3.0% | +4.4% | +3.0% |
| 30D | -10.3% | +0.7% | -11.0% | -10.7% |
| 3M | -32.7% | +26.5% | -59.2% | -41.5% |
| 6M | +6.3% | +52.6% | -46.3% | -15.1% |
| YTD | -15.0% | +40.9% | -55.9% | -29.3% |
| 1Y | -13.3% | +57.6% | -71.0% | -32.2% |
| 3Y | +97.2% | +83.2% | +14.0% | +25.7% |
| 5Y | +278.7% | -54.8% | +333.6% | +219.5% |
| All | +253.1% | -55.0% | +308.2% | +206.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ROKU.
Daily Out/Under-Performance
Portfolio return minus ROKU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ROKU 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 ROKU 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