+144.7%
IONQ vs PM
+215.2%
-70.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.6% | -5.9% | -10.8% |
| 7D | -16.7% | -3.4% | -13.3% | -16.8% |
| 30D | -38.9% | +5.8% | -44.8% | -38.7% |
| 3M | -33.8% | +6.7% | -40.5% | -33.5% |
| 6M | -44.9% | +19.9% | -64.8% | -45.0% |
| YTD | -41.1% | +27.8% | -68.9% | -41.5% |
| 1Y | -52.3% | +39.4% | -91.7% | -53.0% |
| 3Y | +128.2% | +146.9% | -18.6% | +108.9% |
| 5Y | +37.2% | +166.6% | -129.5% | +26.7% |
| All | +144.7% | +215.2% | -70.5% | +118.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling