+202.0%
IONQ vs PTC
+62.5%
+139.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.2% | +23.2% | +23.3% |
| 7D | +8.6% | -0.2% | +8.8% | +8.8% |
| 30D | -21.1% | +0.8% | -21.9% | -21.4% |
| 3M | -17.9% | +32.1% | -50.0% | -34.3% |
| 6M | -37.9% | +42.6% | -80.6% | -55.3% |
| YTD | -27.3% | +12.0% | -39.3% | -36.3% |
| 1Y | -43.2% | +12.2% | -55.4% | -50.2% |
| 3Y | +191.0% | +31.2% | +159.8% | +114.0% |
| 5Y | +69.3% | +54.9% | +14.4% | +8.5% |
| All | +202.0% | +62.5% | +139.6% | +93.4% |
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