+215.4%
IONQ vs PNR
+41.6%
+173.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.4% | -2.2% | -2.3% |
| 7D | +15.3% | -3.7% | +19.0% | +19.0% |
| 30D | -6.1% | +33.1% | -39.2% | -28.1% |
| 3M | -21.6% | +3.7% | -25.3% | -25.6% |
| 6M | -40.1% | -7.7% | -32.4% | -39.0% |
| YTD | -24.1% | -32.4% | +8.3% | +1.8% |
| 1Y | -37.4% | -35.0% | -2.4% | -12.9% |
| 3Y | +219.5% | +17.1% | +202.4% | +143.9% |
| 5Y | +76.9% | +0.1% | +76.8% | +40.2% |
| All | +215.4% | +41.6% | +173.8% | +129.9% |
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