+265.9%
IONQ vs PENG
+168.1%
+97.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PENG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +6.4% | -5.2% | -1.8% |
| 7D | +0.8% | +4.5% | -3.7% | -1.4% |
| 30D | -1.0% | -7.1% | +6.1% | +2.5% |
| 3M | -39.8% | -27.3% | -12.5% | -33.1% |
| 6M | +6.4% | +169.6% | -163.1% | -39.4% |
| YTD | -11.9% | +164.6% | -176.5% | -49.8% |
| 1Y | -6.2% | +109.5% | -115.6% | -40.5% |
| 3Y | +125.7% | +98.9% | +26.8% | +26.8% |
| 5Y | +296.0% | +116.3% | +179.7% | +109.6% |
| All | +265.9% | +168.1% | +97.8% | +82.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling