+202.0%
IONQ vs RTX
+201.0%
+1.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | RTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.2% | +24.6% | +24.0% |
| 7D | +8.6% | -5.1% | +13.7% | +11.4% |
| 30D | -21.1% | +5.1% | -26.2% | -23.5% |
| 3M | -17.9% | -14.8% | -3.1% | -11.6% |
| 6M | -37.9% | +8.0% | -46.0% | -41.8% |
| YTD | -27.3% | +4.5% | -31.8% | -30.7% |
| 1Y | -43.2% | +9.8% | -53.0% | -47.2% |
| 3Y | +191.0% | +144.2% | +46.8% | +72.8% |
| 5Y | +69.3% | +131.4% | -62.1% | +0.3% |
| All | +202.0% | +201.0% | +1.0% | +51.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling