+202.0%
IONQ vs RVTY
+9.1%
+192.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | RVTY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.8% | +20.6% | +21.7% |
| 7D | +8.6% | -1.2% | +9.8% | +10.0% |
| 30D | -21.1% | +1.0% | -22.1% | -20.9% |
| 3M | -17.9% | +35.8% | -53.7% | -31.7% |
| 6M | -37.9% | +56.7% | -94.7% | -53.7% |
| YTD | -27.3% | +60.7% | -88.0% | -46.9% |
| 1Y | -43.2% | +73.7% | -116.9% | -60.8% |
| 3Y | +191.0% | +82.8% | +108.2% | +80.3% |
| 5Y | +69.3% | -7.0% | +76.3% | +67.1% |
| All | +202.0% | +9.1% | +192.9% | +182.0% |
Cumulative growth
Daily Returns
Daily percentage return beside RVTY.
Daily Out/Under-Performance
Portfolio return minus RVTY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × RVTY 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 RVTY 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