+227.2%
IONQ vs PCAR
+122.4%
+104.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.7% | +4.7% | +6.1% |
| 7D | +25.5% | +2.9% | +22.5% | +23.0% |
| 30D | -11.4% | -2.1% | -9.3% | -10.4% |
| 3M | -20.5% | -20.4% | -0.1% | -8.9% |
| 6M | -28.2% | -7.0% | -21.3% | -26.1% |
| YTD | -21.2% | -2.6% | -18.6% | -22.2% |
| 1Y | -40.4% | +9.8% | -50.1% | -46.0% |
| 3Y | +214.7% | +37.3% | +177.4% | +136.6% |
| 5Y | +56.9% | +116.4% | -59.6% | -14.4% |
| All | +227.2% | +122.4% | +104.8% | +76.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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