+93.8%
IONQ vs PG
+0.7%
+93.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.0% | -3.7% | -6.5% |
| 7D | +1.3% | -3.4% | +4.7% | 0.0% |
| 30D | -10.3% | -2.6% | -7.7% | -11.1% |
| 3M | -32.7% | -3.3% | -29.4% | -33.3% |
| 6M | +6.3% | -6.7% | +13.0% | +4.8% |
| YTD | -15.0% | +1.7% | -16.7% | -14.1% |
| 1Y | -13.3% | -7.9% | -5.4% | -13.1% |
| All | +93.8% | +0.7% | +93.1% | +91.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling