+253.1%
IONQ vs PNR
+16.9%
+236.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -1.9% | -3.9% | -4.1% |
| 7D | +1.3% | -3.9% | +5.2% | +4.9% |
| 30D | -10.3% | -13.8% | +3.5% | +2.0% |
| 3M | -32.7% | -22.5% | -10.2% | -18.4% |
| 6M | +6.3% | -37.2% | +43.5% | +55.5% |
| YTD | -15.0% | -44.2% | +29.2% | +37.5% |
| 1Y | -13.3% | -46.6% | +33.3% | +45.8% |
| 3Y | +97.2% | -12.5% | +109.7% | +102.0% |
| 5Y | +278.7% | -19.3% | +298.1% | +263.0% |
| All | +253.1% | +16.9% | +236.2% | +210.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 10y: compounded portfolio wealth divided by compounded PNR 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…
10y analysis · Full analysis span regression · 6 months rolling