+105.6%
IONQ vs PANW
+169.7%
-64.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.1% | +1.3% | +1.7% |
| 7D | +7.1% | -6.9% | +14.1% | +11.8% |
| 30D | -8.9% | -7.4% | -1.5% | -5.3% |
| 3M | -35.6% | +26.5% | -62.1% | -45.9% |
| 6M | +13.3% | +104.2% | -90.9% | -33.3% |
| YTD | -9.8% | +82.9% | -92.7% | -42.7% |
| 1Y | -1.3% | +70.7% | -72.0% | -33.3% |
| All | +105.6% | +169.7% | -64.1% | -4.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling