+215.4%
IONQ vs RRX
+63.3%
+152.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.2% | -3.6% |
| 7D | +15.3% | +5.4% | +9.9% | +12.3% |
| 30D | -6.1% | +12.0% | -18.1% | -12.1% |
| 3M | -21.6% | +6.1% | -27.7% | -24.2% |
| 6M | -40.1% | -13.2% | -26.9% | -35.3% |
| YTD | -24.1% | +31.0% | -55.1% | -40.5% |
| 1Y | -37.4% | +38.8% | -76.2% | -53.2% |
| 3Y | +219.5% | +70.3% | +149.2% | +102.0% |
| 5Y | +76.9% | +15.5% | +61.4% | +31.2% |
| All | +215.4% | +63.3% | +152.1% | +119.3% |
Cumulative growth
Daily Returns
Daily percentage return beside RRX.
Daily Out/Under-Performance
Portfolio return minus RRX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RRX 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 RRX 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