+144.7%
IONQ vs PCAR
+119.8%
+24.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.6% | -9.0% | -9.6% |
| 7D | -16.7% | +2.2% | -18.8% | -17.8% |
| 30D | -38.9% | -4.4% | -34.5% | -37.3% |
| 3M | -33.8% | -21.4% | -12.4% | -23.3% |
| 6M | -44.9% | -7.3% | -37.6% | -42.9% |
| YTD | -41.1% | -3.8% | -37.3% | -41.3% |
| 1Y | -52.3% | +6.3% | -58.6% | -55.8% |
| 3Y | +128.2% | +34.4% | +93.9% | +74.3% |
| 5Y | +37.2% | +109.2% | -72.1% | -23.9% |
| All | +144.7% | +119.8% | +24.9% | +33.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling