-16.0%
IONQ vs PG
-7.2%
-8.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.2% | -3.6% | -3.2% |
| 7D | -5.6% | -2.7% | -2.9% | -7.9% |
| 30D | -15.2% | -1.5% | -13.7% | -16.2% |
| 3M | -34.9% | -3.4% | -31.6% | -36.2% |
| 6M | +4.9% | -7.0% | +11.9% | -2.0% |
| YTD | -17.9% | +2.0% | -19.9% | -12.3% |
| 1Y | -16.0% | -6.5% | -9.5% | -15.1% |
| All | -16.0% | -7.2% | -8.8% | -15.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling