+215.4%
IONQ vs PINS
-70.9%
+286.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.5% | -4.1% | -3.4% |
| 7D | +15.3% | -9.4% | +24.7% | +20.8% |
| 30D | -6.1% | -10.2% | +4.1% | -1.5% |
| 3M | -21.6% | -19.0% | -2.6% | -14.4% |
| 6M | -40.1% | -7.4% | -32.8% | -39.9% |
| YTD | -24.1% | -25.7% | +1.6% | -16.9% |
| 1Y | -37.4% | -29.7% | -7.7% | -29.4% |
| 3Y | +219.5% | -38.1% | +257.6% | +254.3% |
| 5Y | +76.9% | -57.3% | +134.2% | +96.6% |
| All | +215.4% | -70.9% | +286.2% | +263.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PINS.
Daily Out/Under-Performance
Portfolio return minus PINS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PINS 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 PINS 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