+185.7%
IONQ vs PTC
+63.4%
+122.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +0.1% | -9.5% | -9.4% |
| 7D | +16.8% | +0.8% | +15.9% | +16.2% |
| 30D | -11.1% | +1.2% | -12.3% | -11.7% |
| 3M | -31.7% | +32.6% | -64.3% | -45.4% |
| 6M | -44.8% | +36.1% | -80.8% | -58.1% |
| YTD | -31.2% | +12.7% | -43.9% | -39.9% |
| 1Y | -39.1% | +10.2% | -49.3% | -45.7% |
| 3Y | +189.5% | +29.4% | +160.0% | +115.9% |
| 5Y | +53.2% | +61.1% | -7.9% | -3.4% |
| All | +185.7% | +63.4% | +122.3% | +82.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC 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 PTC 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