+45.7%
IONQ vs PM
+163.6%
-117.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.2% | -7.6% | -6.3% |
| 7D | -11.5% | +0.5% | -12.0% | -11.4% |
| 30D | -8.1% | -3.2% | -4.9% | -8.1% |
| 3M | -35.8% | +6.2% | -42.0% | -35.5% |
| 6M | -47.7% | +7.7% | -55.4% | -47.5% |
| YTD | -35.6% | +27.3% | -62.9% | -36.2% |
| 1Y | -36.4% | +32.8% | -69.2% | -37.2% |
| 3Y | +150.0% | +150.0% | 0.0% | +123.4% |
| All | +45.7% | +163.6% | -117.9% | +45.7% |
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