+215.4%
IONQ vs RRC
+687.4%
-472.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.3% | -3.9% | -3.0% |
| 7D | +15.3% | -0.5% | +15.8% | +15.3% |
| 30D | -6.1% | +25.2% | -31.3% | -12.6% |
| 3M | -21.6% | +27.8% | -49.4% | -27.8% |
| 6M | -40.1% | +27.2% | -67.3% | -45.3% |
| YTD | -24.1% | +48.2% | -72.3% | -34.8% |
| 1Y | -37.4% | +34.7% | -72.1% | -44.5% |
| 3Y | +219.5% | +62.2% | +157.3% | +167.4% |
| 5Y | +76.9% | +130.9% | -54.0% | +34.5% |
| All | +215.4% | +687.4% | -472.0% | +136.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RRC.
Daily Out/Under-Performance
Portfolio return minus RRC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRC 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 RRC 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