+144.7%
IONQ vs PR
+1,552.0%
-1,407.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.9% | -5.7% | -9.1% |
| 7D | -16.7% | -16.5% | -0.1% | -12.0% |
| 30D | -38.9% | -4.5% | -34.4% | -38.4% |
| 3M | -33.8% | +8.5% | -42.4% | -36.0% |
| 6M | -44.9% | -3.3% | -41.6% | -45.3% |
| YTD | -41.1% | +55.7% | -96.8% | -50.2% |
| 1Y | -52.3% | +82.0% | -134.3% | -61.7% |
| 3Y | +128.2% | +62.5% | +65.8% | +89.1% |
| 5Y | +37.2% | +223.9% | -186.8% | -6.5% |
| All | +144.7% | +1,552.0% | -1,407.2% | +45.1% |
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