+185.7%
IONQ vs P
+382.5%
-196.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +3.4% | -12.8% | -11.4% |
| 7D | +16.8% | +17.8% | -1.1% | +6.0% |
| 30D | -11.1% | -29.9% | +18.7% | +8.2% |
| 3M | -31.7% | -1.2% | -30.6% | -33.4% |
| 6M | -44.8% | +32.1% | -76.9% | -56.0% |
| YTD | -31.2% | +64.3% | -95.5% | -53.0% |
| 1Y | -39.1% | +24.3% | -63.4% | -52.8% |
| 3Y | +189.5% | +203.2% | -13.7% | +12.2% |
| 5Y | +53.2% | +290.4% | -237.3% | -48.7% |
| All | +185.7% | +382.5% | -196.7% | -5.3% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 P 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