+152.2%
IONQ vs PATH
-80.1%
+232.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.7% | -6.8% | -8.4% |
| 7D | -16.7% | -5.6% | -11.1% | -13.8% |
| 30D | -38.9% | -0.7% | -38.3% | -38.5% |
| 3M | -33.8% | -5.9% | -27.9% | -33.4% |
| 6M | -44.9% | +21.6% | -66.5% | -54.2% |
| YTD | -41.1% | -20.6% | -20.5% | -37.8% |
| 1Y | -52.3% | -10.6% | -41.7% | -53.4% |
| 3Y | +128.2% | -24.9% | +153.1% | +117.5% |
| 5Y | +37.2% | -76.8% | +114.0% | +90.9% |
| All | +152.2% | -80.1% | +232.3% | +246.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PATH.
Daily Out/Under-Performance
Portfolio return minus PATH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PATH 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 PATH 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