+274.7%
IONQ vs RRC
+534.5%
-259.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.5% |
| 7D | +7.1% | -1.2% | +8.3% | +7.5% |
| 30D | -8.9% | +9.4% | -18.3% | -11.5% |
| 3M | -35.6% | +7.4% | -42.9% | -37.4% |
| 6M | +13.3% | +1.5% | +11.8% | +10.9% |
| YTD | -9.8% | +19.4% | -29.2% | -16.7% |
| 1Y | -1.3% | +24.2% | -25.5% | -10.5% |
| 3Y | +109.3% | +32.8% | +76.5% | +87.2% |
| 5Y | +304.7% | +152.9% | +151.8% | +226.5% |
| All | +274.7% | +534.5% | -259.8% | +201.2% |
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