+274.7%
IONQ vs PEG
+53.5%
+221.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.0% |
| 7D | +7.1% | +1.0% | +6.1% | +6.6% |
| 30D | -8.9% | -1.9% | -7.0% | -8.1% |
| 3M | -35.6% | -3.7% | -31.9% | -34.8% |
| 6M | +13.3% | -9.4% | +22.7% | +18.3% |
| YTD | -9.8% | -6.0% | -3.8% | -8.0% |
| 1Y | -1.3% | -4.4% | +3.0% | -0.6% |
| 3Y | +109.3% | +33.5% | +75.7% | +103.7% |
| 5Y | +304.7% | +35.7% | +269.0% | +296.8% |
| All | +274.7% | +53.5% | +221.2% | +294.2% |
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