+202.0%
IONQ vs PRU
+101.2%
+100.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.6% | +26.0% | +25.7% |
| 7D | +8.6% | +2.4% | +6.2% | +5.5% |
| 30D | -21.1% | +6.1% | -27.2% | -26.0% |
| 3M | -17.9% | -0.7% | -17.1% | -18.3% |
| 6M | -37.9% | +22.1% | -60.0% | -49.4% |
| YTD | -27.3% | +9.8% | -37.1% | -34.6% |
| 1Y | -43.2% | +19.4% | -62.6% | -52.9% |
| 3Y | +191.0% | +50.4% | +140.6% | +103.7% |
| 5Y | +69.3% | +37.2% | +32.1% | +27.2% |
| All | +202.0% | +101.2% | +100.8% | +89.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PRU.
Daily Out/Under-Performance
Portfolio return minus PRU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PRU 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 PRU 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