+294.8%
IONQ vs PFG
+110.8%
+184.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.5% | +2.8% | +2.8% |
| 7D | +0.8% | +5.5% | -4.7% | -4.6% |
| 30D | -1.0% | +2.4% | -3.4% | -3.8% |
| 3M | -39.8% | +13.6% | -53.4% | -47.8% |
| 6M | +6.4% | +27.9% | -21.4% | -17.8% |
| YTD | -11.9% | +35.6% | -47.5% | -35.8% |
| 1Y | -6.2% | +48.5% | -54.6% | -37.8% |
| 3Y | +125.7% | +66.9% | +58.8% | +34.6% |
| All | +294.8% | +110.8% | +184.0% | +94.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling