+167.4%
IONQ vs PENG
+145.3%
+22.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -5.5% | -0.9% | -3.8% |
| 7D | -11.5% | +13.2% | -24.7% | -16.9% |
| 30D | -8.1% | -29.9% | +21.8% | +6.0% |
| 3M | -35.8% | -22.2% | -13.6% | -31.3% |
| 6M | -47.7% | -1.9% | -45.9% | -52.7% |
| YTD | -35.6% | +142.1% | -177.8% | -63.6% |
| 1Y | -36.4% | +151.5% | -187.9% | -64.8% |
| 3Y | +150.0% | +206.9% | -56.9% | +15.8% |
| 5Y | +43.3% | +58.2% | -14.9% | -20.7% |
| All | +167.4% | +145.3% | +22.1% | +32.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PENG.
Daily Out/Under-Performance
Portfolio return minus PENG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PENG 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 PENG 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