+163.5%
IONQ vs PR
+69.4%
+94.1%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | +1.7% |
| 7D | -8.9% | -12.1% | +3.2% | -3.1% |
| 30D | -31.3% | +0.9% | -32.2% | -32.4% |
| 3M | -29.2% | +10.1% | -39.3% | -34.2% |
| 6M | -35.4% | +1.1% | -36.5% | -37.9% |
| YTD | -34.2% | +63.7% | -97.8% | -55.6% |
| 1Y | -44.7% | +87.0% | -131.7% | -66.3% |
| All | +163.5% | +69.4% | +94.1% | +51.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling