+265.9%
IONQ vs PG
+21.5%
+244.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.3% | +1.6% | +1.2% |
| 7D | +0.8% | +1.9% | -1.0% | +1.0% |
| 30D | -1.0% | -0.2% | -0.8% | -1.0% |
| 3M | -39.8% | +4.8% | -44.6% | -39.6% |
| 6M | +6.4% | -6.1% | +12.5% | +6.6% |
| YTD | -11.9% | +4.5% | -16.4% | -11.8% |
| 1Y | -6.2% | -5.3% | -0.8% | -5.4% |
| 3Y | +125.7% | +2.6% | +123.1% | +123.4% |
| 5Y | +296.0% | +15.6% | +280.4% | +283.5% |
| All | +265.9% | +21.5% | +244.5% | +267.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling