+167.2%
IONQ vs PFG
+81.7%
+85.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.5% | -7.9% | -7.9% |
| 7D | +16.8% | +0.1% | +16.6% | +16.6% |
| 30D | -11.1% | +5.0% | -16.1% | -15.3% |
| 3M | -31.7% | +0.1% | -31.8% | -32.4% |
| 6M | -44.8% | +13.8% | -58.5% | -53.4% |
| YTD | -31.2% | +31.2% | -62.5% | -50.4% |
| 1Y | -39.1% | +37.1% | -76.2% | -58.5% |
| All | +167.2% | +81.7% | +85.5% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PFG.
Daily Out/Under-Performance
Portfolio return minus PFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFG 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 PFG 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