+45.7%
IONQ vs PANW
+271.8%
-226.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.1% | -6.3% | -6.3% |
| 7D | -11.5% | +2.7% | -14.1% | -13.0% |
| 30D | -8.1% | -14.1% | +6.0% | +3.0% |
| 3M | -35.8% | -18.6% | -17.2% | -26.3% |
| 6M | -47.7% | +41.5% | -89.2% | -61.7% |
| YTD | -35.6% | +74.9% | -110.6% | -61.0% |
| 1Y | -36.4% | +57.4% | -93.8% | -57.7% |
| 3Y | +150.0% | +152.1% | -2.1% | +4.2% |
| All | +45.7% | +271.8% | -226.1% | -58.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling