-17.9%
IONQ vs PCOR
+38.3%
-56.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.4% | +23.8% | +23.5% |
| 7D | +8.6% | +22.7% | -14.1% | +5.6% |
| 30D | -21.1% | +37.5% | -58.6% | -25.3% |
| 3M | -17.9% | +35.2% | -53.1% | -22.2% |
| All | -17.9% | +38.3% | -56.2% | -22.2% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling