+165.9%
IONQ vs PCOR
-10.0%
+175.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | 0.0% | -10.5% | -10.5% |
| 7D | -16.7% | +23.7% | -40.4% | -29.6% |
| 30D | -38.9% | +39.0% | -77.9% | -52.4% |
| 3M | -33.8% | +35.8% | -69.6% | -48.6% |
| 6M | -44.9% | +38.2% | -83.2% | -59.7% |
| YTD | -41.1% | +3.9% | -45.0% | -48.3% |
| 1Y | -52.3% | +5.7% | -58.0% | -58.5% |
| 3Y | +128.2% | +44.8% | +83.5% | +50.2% |
| 5Y | +37.2% | -19.8% | +56.9% | +18.1% |
| All | +165.9% | -10.0% | +175.9% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 PCOR 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