+277.1%
IONQ vs PATH
-76.8%
+353.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PATH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -16.6% | +17.9% | +10.8% |
| 7D | +0.8% | -16.3% | +17.1% | +10.1% |
| 30D | -1.0% | +9.9% | -10.9% | -8.3% |
| 3M | -39.8% | +30.2% | -70.0% | -50.1% |
| 6M | +6.4% | +37.2% | -30.8% | -18.0% |
| YTD | -11.9% | -7.3% | -4.6% | -14.4% |
| 1Y | -6.2% | +40.0% | -46.2% | -31.4% |
| 3Y | +125.7% | -4.4% | +130.1% | +85.3% |
| 5Y | +296.0% | -76.0% | +372.0% | +401.8% |
| All | +277.1% | -76.8% | +353.9% | +377.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling