+227.2%
IONQ vs RRC
+641.7%
-414.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.3% | +8.1% | +8.3% |
| 7D | +25.5% | -10.3% | +35.8% | +29.2% |
| 30D | -11.4% | +19.5% | -30.9% | -16.5% |
| 3M | -20.5% | +27.9% | -48.4% | -26.9% |
| 6M | -28.2% | +21.2% | -49.4% | -33.4% |
| YTD | -21.2% | +39.6% | -60.8% | -31.1% |
| 1Y | -40.4% | +31.3% | -71.6% | -46.9% |
| 3Y | +214.7% | +51.9% | +162.8% | +168.4% |
| 5Y | +56.9% | +110.2% | -53.3% | +21.6% |
| All | +227.2% | +641.7% | -414.5% | +149.0% |
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