+227.2%
IONQ vs PEG
+56.6%
+170.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.3% | +5.0% | +6.7% |
| 7D | +25.5% | +0.9% | +24.6% | +24.8% |
| 30D | -11.4% | +3.8% | -15.2% | -13.2% |
| 3M | -20.5% | +0.1% | -20.5% | -20.7% |
| 6M | -28.2% | -1.0% | -27.2% | -28.6% |
| YTD | -21.2% | -4.1% | -17.1% | -20.6% |
| 1Y | -40.4% | -6.9% | -33.5% | -38.8% |
| 3Y | +214.7% | +35.6% | +179.1% | +202.3% |
| 5Y | +56.9% | +42.8% | +14.1% | +54.0% |
| All | +227.2% | +56.6% | +170.7% | +240.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PEG.
Daily Out/Under-Performance
Portfolio return minus PEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEG 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 PEG 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