+52.8%
IONQ vs PCOR
-19.6%
+72.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.4% | +23.8% | +23.7% |
| 7D | +8.6% | +22.7% | -14.1% | -9.0% |
| 30D | -21.1% | +37.5% | -58.6% | -39.3% |
| 3M | -17.9% | +35.2% | -53.1% | -37.5% |
| 6M | -37.9% | +42.2% | -80.2% | -56.8% |
| YTD | -27.3% | +3.6% | -30.9% | -36.9% |
| 1Y | -43.2% | -4.8% | -38.4% | -46.5% |
| 3Y | +191.0% | +48.3% | +142.6% | +74.2% |
| All | +52.8% | -19.6% | +72.4% | +92.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling