+135.8%
IONQ vs PRU
+50.4%
+85.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PRU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.3% | -7.2% | -7.2% |
| 7D | -16.7% | +4.8% | -21.5% | -20.7% |
| 30D | -38.9% | +7.9% | -46.8% | -43.8% |
| 3M | -33.8% | +3.1% | -36.9% | -36.3% |
| 6M | -44.9% | +25.2% | -70.2% | -57.6% |
| YTD | -41.1% | +12.7% | -53.8% | -49.3% |
| 1Y | -52.3% | +23.5% | -75.8% | -63.2% |
| All | +135.8% | +50.4% | +85.4% | +41.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling