+52.8%
IONQ vs P
+247.4%
-194.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +3.5% | +19.9% | +21.2% |
| 7D | +8.6% | -23.8% | +32.4% | +27.9% |
| 30D | -21.1% | -36.6% | +15.5% | +3.4% |
| 3M | -17.9% | +10.9% | -28.8% | -26.3% |
| 6M | -37.9% | +30.0% | -67.9% | -50.6% |
| YTD | -27.3% | +44.4% | -71.7% | -47.3% |
| 1Y | -43.2% | +3.9% | -47.1% | -51.6% |
| 3Y | +191.0% | +176.6% | +14.4% | +5.3% |
| All | +52.8% | +247.4% | -194.6% | -50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling