+167.4%
IONQ vs PG
+41.8%
+125.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.5% | -6.3% |
| 7D | -11.5% | +2.7% | -14.1% | -11.1% |
| 30D | -8.1% | +9.2% | -17.3% | -6.8% |
| 3M | -35.8% | +18.5% | -54.3% | -34.3% |
| 6M | -47.7% | +21.1% | -68.8% | -46.4% |
| YTD | -35.6% | +21.9% | -57.6% | -34.2% |
| 1Y | -36.4% | +18.1% | -54.5% | -34.9% |
| 3Y | +150.0% | +20.6% | +129.5% | +152.5% |
| 5Y | +43.3% | +31.8% | +11.5% | +41.8% |
| All | +167.4% | +41.8% | +125.6% | +174.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PG.
Daily Out/Under-Performance
Portfolio return minus PG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PG 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 10y: compounded portfolio wealth divided by compounded PG 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…
10y analysis · Full analysis span regression · 6 months rolling