+150.0%
IONQ vs RPRX
+177.1%
-27.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RPRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.8% | -7.3% | -6.7% |
| 7D | -11.5% | +3.3% | -14.8% | -12.3% |
| 30D | -8.1% | +17.9% | -26.0% | -12.8% |
| 3M | -35.8% | +19.2% | -55.0% | -39.4% |
| 6M | -47.7% | +31.7% | -79.4% | -52.9% |
| YTD | -35.6% | +82.5% | -118.1% | -49.1% |
| 1Y | -36.4% | +78.4% | -114.8% | -49.2% |
| 3Y | +150.0% | +177.0% | -26.9% | +51.4% |
| All | +150.0% | +177.1% | -27.0% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside RPRX.
Daily Out/Under-Performance
Portfolio return minus RPRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RPRX 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 RPRX 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