+227.2%
IONQ vs PNR
+43.4%
+183.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.1% | +5.3% | +5.8% |
| 7D | +25.5% | -0.5% | +26.0% | +25.7% |
| 30D | -11.4% | +34.4% | -45.9% | -32.7% |
| 3M | -20.5% | +2.4% | -22.9% | -23.5% |
| 6M | -28.2% | -7.8% | -20.5% | -26.9% |
| YTD | -21.2% | -31.6% | +10.3% | +4.5% |
| 1Y | -40.4% | -33.6% | -6.7% | -18.7% |
| 3Y | +214.7% | +19.9% | +194.8% | +134.8% |
| 5Y | +56.9% | +0.8% | +56.1% | +23.2% |
| All | +227.2% | +43.4% | +183.9% | +136.1% |
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