+202.0%
IONQ vs PR
+1,583.7%
-1,381.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.9% | +21.5% | +22.8% |
| 7D | +8.6% | -16.4% | +25.0% | +14.7% |
| 30D | -21.1% | -1.9% | -19.2% | -20.9% |
| 3M | -17.9% | +8.0% | -25.8% | -20.4% |
| 6M | -37.9% | +4.1% | -42.1% | -39.6% |
| YTD | -27.3% | +58.7% | -86.0% | -38.8% |
| 1Y | -43.2% | +75.8% | -119.0% | -53.8% |
| 3Y | +191.0% | +73.2% | +117.8% | +137.4% |
| 5Y | +69.3% | +230.1% | -160.9% | +14.8% |
| All | +202.0% | +1,583.7% | -1,381.7% | +78.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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