+202.0%
IONQ vs PEG
+51.5%
+150.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.7% | +24.1% | +23.8% |
| 7D | +8.6% | -2.3% | +10.8% | +9.7% |
| 30D | -21.1% | +1.2% | -22.3% | -21.8% |
| 3M | -17.9% | -2.4% | -15.5% | -17.2% |
| 6M | -37.9% | -6.9% | -31.1% | -36.2% |
| YTD | -27.3% | -7.2% | -20.1% | -25.6% |
| 1Y | -43.2% | -8.9% | -34.3% | -41.1% |
| 3Y | +191.0% | +27.1% | +163.9% | +185.3% |
| 5Y | +69.3% | +33.8% | +35.5% | +67.1% |
| All | +202.0% | +51.5% | +150.5% | +218.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling