+241.1%
IONQ vs PANW
+471.5%
-230.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +1.0% | -4.4% | -4.1% |
| 7D | -5.6% | +2.0% | -7.6% | -6.9% |
| 30D | -15.2% | -11.8% | -3.4% | -8.1% |
| 3M | -34.9% | +28.6% | -63.5% | -47.0% |
| 6M | +4.9% | +104.4% | -99.5% | -40.9% |
| YTD | -17.9% | +83.8% | -101.7% | -49.9% |
| 1Y | -16.0% | +71.5% | -87.5% | -45.3% |
| 3Y | +90.5% | +172.2% | -81.7% | -17.7% |
| 5Y | +268.4% | +332.2% | -63.8% | +19.3% |
| All | +241.1% | +471.5% | -230.4% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PANW.
Daily Out/Under-Performance
Portfolio return minus PANW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PANW 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 PANW 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