+76.9%
IONQ vs PM
+161.1%
-84.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.1% | -3.7% | -2.6% |
| 7D | +15.3% | -7.1% | +22.4% | +14.8% |
| 30D | -6.1% | -2.8% | -3.3% | -6.1% |
| 3M | -21.6% | +6.3% | -27.9% | -21.3% |
| 6M | -40.1% | +9.6% | -49.8% | -40.0% |
| YTD | -24.1% | +25.6% | -49.7% | -24.8% |
| 1Y | -37.4% | +29.7% | -67.1% | -38.1% |
| 3Y | +219.5% | +147.6% | +72.0% | +185.6% |
| 5Y | +76.9% | +160.1% | -83.2% | +83.3% |
| All | +76.9% | +161.1% | -84.1% | +83.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling