+135.8%
IONQ vs PENG
+153.0%
-17.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -23.0% | +12.5% | -0.2% |
| 7D | -16.7% | -36.7% | +20.0% | +0.8% |
| 30D | -38.9% | -42.0% | +3.1% | -24.6% |
| 3M | -33.8% | -33.2% | -0.6% | -24.4% |
| 6M | -44.9% | +2.1% | -47.0% | -52.1% |
| YTD | -41.1% | +90.3% | -131.4% | -63.2% |
| 1Y | -52.3% | +67.7% | -120.0% | -68.4% |
| All | +135.8% | +153.0% | -17.3% | +16.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling