+185.7%
IONQ vs RRX
+61.3%
+124.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RRX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.2% | -8.2% | -8.6% |
| 7D | +16.8% | +12.6% | +4.1% | +9.0% |
| 30D | -11.1% | +10.6% | -21.7% | -16.1% |
| 3M | -31.7% | +4.6% | -36.4% | -33.3% |
| 6M | -44.8% | -13.6% | -31.2% | -40.0% |
| YTD | -31.2% | +29.4% | -60.6% | -45.7% |
| 1Y | -39.1% | +31.9% | -71.1% | -52.7% |
| 3Y | +189.5% | +68.3% | +121.2% | +84.6% |
| 5Y | +53.2% | +13.2% | +39.9% | +14.6% |
| All | +185.7% | +61.3% | +124.4% | +100.4% |
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