+108.3%
IONQ vs PM
+117.4%
-9.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +1.1% |
| 7D | +0.8% | -4.9% | +5.7% | +0.5% |
| 30D | -1.0% | -3.4% | +2.4% | -1.2% |
| 3M | -39.8% | +5.2% | -45.0% | -40.1% |
| 6M | +6.4% | +3.7% | +2.7% | +5.9% |
| YTD | -11.9% | +15.8% | -27.7% | -13.2% |
| 1Y | -6.2% | +17.4% | -23.5% | -7.5% |
| All | +108.3% | +117.4% | -9.1% | +50.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling