+224.0%
IONQ vs RTX
+218.1%
+5.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.0% | -3.0% | -2.0% |
| 7D | +16.7% | -1.7% | +18.4% | +17.7% |
| 30D | -12.3% | +7.7% | -20.0% | -15.8% |
| 3M | -17.7% | -10.3% | -7.4% | -13.5% |
| 6M | -28.9% | +14.6% | -43.5% | -35.2% |
| YTD | -22.0% | +10.4% | -32.4% | -27.6% |
| 1Y | -36.8% | +13.5% | -50.3% | -42.0% |
| 3Y | +228.2% | +158.6% | +69.6% | +89.7% |
| 5Y | +91.9% | +147.3% | -55.3% | +10.1% |
| All | +224.0% | +218.1% | +5.9% | +58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside RTX.
Daily Out/Under-Performance
Portfolio return minus RTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RTX 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 RTX 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