+297.6%
IONQ vs PCOR
-30.9%
+328.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.3% | +5.5% | +4.3% |
| 7D | +0.8% | -9.0% | +9.8% | +7.6% |
| 30D | -1.0% | +4.2% | -5.2% | -4.8% |
| 3M | -39.8% | +14.4% | -54.2% | -46.9% |
| 6M | +6.4% | +0.2% | +6.3% | -1.7% |
| YTD | -11.9% | -20.3% | +8.3% | -4.2% |
| 1Y | -6.2% | -16.1% | +10.0% | -1.8% |
| 3Y | +125.7% | -14.7% | +140.4% | +120.2% |
| 5Y | +296.0% | -43.2% | +339.1% | +320.4% |
| All | +297.6% | -30.9% | +328.5% | +321.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling