+265.9%
IONQ vs PNR
+22.4%
+243.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.0% |
| 7D | +0.8% | -2.4% | +3.2% | +3.0% |
| 30D | -1.0% | -12.8% | +11.7% | +11.3% |
| 3M | -39.8% | -17.0% | -22.8% | -31.8% |
| 6M | +6.4% | -37.4% | +43.9% | +57.2% |
| YTD | -11.9% | -41.6% | +29.7% | +36.8% |
| 1Y | -6.2% | -44.6% | +38.5% | +52.8% |
| 3Y | +125.7% | -12.1% | +137.8% | +130.3% |
| 5Y | +296.0% | -17.4% | +313.4% | +265.4% |
| All | +265.9% | +22.4% | +243.6% | +209.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling