+278.7%
IONQ vs PANW
+331.7%
-53.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PANW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.6% | -5.2% | -5.3% |
| 7D | +1.3% | +2.0% | -0.7% | -0.1% |
| 30D | -10.3% | -13.0% | +2.6% | -1.2% |
| 3M | -32.7% | +28.6% | -61.3% | -46.2% |
| 6M | +6.3% | +103.0% | -96.6% | -42.9% |
| YTD | -15.0% | +81.9% | -96.9% | -50.1% |
| 1Y | -13.3% | +69.6% | -82.9% | -45.4% |
| 3Y | +97.2% | +169.4% | -72.2% | -23.6% |
| 5Y | +278.7% | +331.0% | -52.2% | -14.2% |
| All | +278.7% | +331.7% | -53.0% | -14.2% |
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