+86.7%
IONQ vs PGR
+75.0%
+11.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PGR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.7% | -0.9% | -0.1% |
| 7D | -7.0% | -0.6% | -6.4% | -7.1% |
| 30D | -18.7% | +4.9% | -23.6% | -18.2% |
| 3M | -36.6% | +7.6% | -44.3% | -36.2% |
| 6M | +7.2% | +8.3% | -1.0% | +7.9% |
| YTD | -18.1% | +1.7% | -19.8% | -17.3% |
| 1Y | -21.9% | -6.8% | -15.0% | -20.8% |
| 3Y | +86.7% | +73.4% | +13.3% | +183.4% |
| All | +86.7% | +75.0% | +11.8% | +183.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PGR.
Daily Out/Under-Performance
Portfolio return minus PGR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PGR 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 PGR 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