+144.7%
IONQ vs PINS
-70.0%
+214.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PINS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -6.7% | -3.8% | -7.2% |
| 7D | -16.7% | -0.7% | -16.0% | -16.5% |
| 30D | -38.9% | -1.2% | -37.7% | -38.8% |
| 3M | -33.8% | -15.3% | -18.5% | -29.1% |
| 6M | -44.9% | -11.2% | -33.8% | -43.6% |
| YTD | -41.1% | -23.6% | -17.5% | -36.1% |
| 1Y | -52.3% | -23.1% | -29.2% | -48.4% |
| 3Y | +128.2% | -36.0% | +164.3% | +150.1% |
| 5Y | +37.2% | -57.2% | +94.3% | +51.6% |
| All | +144.7% | -70.0% | +214.7% | +179.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling