-33.8%
IONQ vs PM
+7.0%
-40.8%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.6% | -5.9% | -14.1% |
| 7D | -16.7% | -3.4% | -13.3% | -18.7% |
| 30D | -38.9% | +5.8% | -44.8% | -33.3% |
| 3M | -33.8% | +6.7% | -40.5% | -26.6% |
| All | -33.8% | +7.0% | -40.8% | -26.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling