+191.0%
IONQ vs RRC
+36.3%
+154.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | RRC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.9% | +26.3% | +24.4% |
| 7D | +8.6% | -10.8% | +19.4% | +12.8% |
| 30D | -21.1% | +22.3% | -43.4% | -27.6% |
| 3M | -17.9% | +26.6% | -44.5% | -26.2% |
| 6M | -37.9% | +18.9% | -56.9% | -43.2% |
| YTD | -27.3% | +39.2% | -66.5% | -41.0% |
| 1Y | -43.2% | +34.0% | -77.2% | -53.0% |
| 3Y | +191.0% | +42.0% | +149.0% | +148.9% |
| All | +191.0% | +36.3% | +154.7% | +148.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling