+202.0%
IONQ vs PM
+209.6%
-7.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.8% | +25.2% | +23.3% |
| 7D | +8.6% | -5.2% | +13.8% | +8.3% |
| 30D | -21.1% | +2.7% | -23.8% | -20.9% |
| 3M | -17.9% | +5.2% | -23.1% | -17.6% |
| 6M | -37.9% | +17.0% | -54.9% | -38.1% |
| YTD | -27.3% | +25.5% | -52.8% | -27.9% |
| 1Y | -43.2% | +35.5% | -78.7% | -44.0% |
| 3Y | +191.0% | +143.9% | +47.1% | +165.9% |
| 5Y | +69.3% | +161.8% | -92.6% | +56.2% |
| All | +202.0% | +209.6% | -7.5% | +168.9% |
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