+227.2%
IONQ vs PM
+204.7%
+22.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -2.4% | +10.7% | +8.2% |
| 7D | +25.5% | -7.3% | +32.7% | +24.9% |
| 30D | -11.4% | -4.0% | -7.4% | -11.5% |
| 3M | -20.5% | +2.7% | -23.2% | -20.3% |
| 6M | -28.2% | +14.9% | -43.1% | -28.5% |
| YTD | -21.2% | +23.5% | -44.8% | -22.0% |
| 1Y | -40.4% | +30.4% | -70.7% | -41.2% |
| 3Y | +214.7% | +143.2% | +71.5% | +186.8% |
| 5Y | +56.9% | +159.5% | -102.6% | +44.5% |
| All | +227.2% | +204.7% | +22.5% | +191.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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