+173.5%
IONQ vs PR
+1,636.3%
-1,462.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -6.5% | +5.0% | +0.4% |
| 7D | -8.9% | -12.1% | +3.2% | -5.4% |
| 30D | -31.3% | +0.9% | -32.2% | -31.8% |
| 3M | -29.2% | +10.1% | -39.3% | -31.9% |
| 6M | -35.4% | +1.1% | -36.5% | -36.8% |
| YTD | -34.2% | +63.7% | -97.8% | -45.2% |
| 1Y | -44.7% | +87.0% | -131.7% | -56.0% |
| 3Y | +155.1% | +70.7% | +84.3% | +108.0% |
| 5Y | +79.8% | +246.8% | -167.0% | +20.5% |
| All | +173.5% | +1,636.3% | -1,462.8% | +59.6% |
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