+135.8%
IONQ vs PCOR
+44.3%
+91.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | 0.0% | -10.5% | -10.5% |
| 7D | -16.7% | +23.7% | -40.4% | -27.4% |
| 30D | -38.9% | +39.0% | -77.9% | -50.4% |
| 3M | -33.8% | +35.8% | -69.6% | -46.3% |
| 6M | -44.9% | +38.2% | -83.2% | -57.1% |
| YTD | -41.1% | +3.9% | -45.0% | -44.8% |
| 1Y | -52.3% | +5.7% | -58.0% | -55.7% |
| All | +135.8% | +44.3% | +91.5% | +56.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling