+185.7%
IONQ vs PM
+210.3%
-24.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.2% | -9.6% | -9.4% |
| 7D | +16.8% | -2.4% | +19.2% | +16.6% |
| 30D | -11.1% | -1.3% | -9.8% | -11.1% |
| 3M | -31.7% | +6.5% | -38.3% | -31.5% |
| 6M | -44.8% | +7.0% | -51.8% | -44.6% |
| YTD | -31.2% | +25.8% | -57.0% | -31.8% |
| 1Y | -39.1% | +30.9% | -70.0% | -39.8% |
| 3Y | +189.5% | +148.0% | +41.5% | +164.2% |
| 5Y | +53.2% | +161.2% | -108.0% | +41.3% |
| All | +185.7% | +210.3% | -24.6% | +154.4% |
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