+265.9%
IONQ vs PR
+1,696.5%
-1,430.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.8% |
| 7D | +0.8% | +2.9% | -2.1% | -0.1% |
| 30D | -1.0% | +18.0% | -19.1% | -6.2% |
| 3M | -39.8% | +16.9% | -56.7% | -43.0% |
| 6M | +6.4% | +28.2% | -21.8% | -3.5% |
| YTD | -11.9% | +69.3% | -81.3% | -27.0% |
| 1Y | -6.2% | +69.5% | -75.7% | -22.4% |
| 3Y | +125.7% | +81.7% | +44.0% | +81.8% |
| 5Y | +296.0% | +422.2% | -126.3% | +157.7% |
| All | +265.9% | +1,696.5% | -1,430.6% | +112.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling