+37.2%
IONQ vs PENG
+31.0%
+6.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -23.0% | +12.5% | +0.7% |
| 7D | -16.7% | -36.7% | +20.0% | +2.5% |
| 30D | -38.9% | -42.0% | +3.1% | -23.3% |
| 3M | -33.8% | -33.2% | -0.6% | -23.6% |
| 6M | -44.9% | +2.1% | -47.0% | -52.8% |
| YTD | -41.1% | +90.3% | -131.4% | -64.5% |
| 1Y | -52.3% | +67.7% | -120.0% | -69.4% |
| 3Y | +128.2% | +154.2% | -26.0% | +4.4% |
| 5Y | +37.2% | +28.3% | +8.9% | -29.1% |
| All | +37.2% | +31.0% | +6.1% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling