+91.9%
IONQ vs PCAR
+117.7%
-25.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.1% |
| 7D | +16.7% | +3.8% | +12.9% | +13.6% |
| 30D | -12.3% | -2.0% | -10.3% | -11.3% |
| 3M | -17.7% | -19.1% | +1.4% | -5.8% |
| 6M | -28.9% | -6.8% | -22.1% | -26.8% |
| YTD | -22.0% | -2.5% | -19.6% | -23.4% |
| 1Y | -36.8% | +9.7% | -46.5% | -43.5% |
| 3Y | +228.2% | +34.0% | +194.3% | +137.0% |
| 5Y | +91.9% | +113.3% | -21.4% | -12.9% |
| All | +91.9% | +117.7% | -25.7% | -12.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling