+255.5%
IONQ vs PCOR
-9.0%
+264.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.5% | +6.8% | +7.3% |
| 7D | +25.5% | +22.2% | +3.3% | +7.1% |
| 30D | -11.4% | +36.0% | -47.4% | -29.9% |
| 3M | -20.5% | +34.0% | -54.5% | -37.7% |
| 6M | -28.2% | +43.5% | -71.7% | -48.7% |
| YTD | -21.2% | +5.1% | -26.4% | -31.4% |
| 1Y | -40.4% | -3.9% | -36.4% | -43.7% |
| 3Y | +214.7% | +52.9% | +161.8% | +99.2% |
| 5Y | +56.9% | -18.7% | +75.5% | +34.0% |
| All | +255.5% | -9.0% | +264.5% | +201.7% |
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