+224.0%
IONQ vs PTC
+63.7%
+160.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.2% |
| 7D | +16.7% | +1.3% | +15.4% | +15.9% |
| 30D | -12.3% | +1.1% | -13.4% | -12.8% |
| 3M | -17.7% | +30.1% | -47.9% | -33.3% |
| 6M | -28.9% | +34.0% | -63.0% | -45.4% |
| YTD | -22.0% | +12.8% | -34.8% | -31.9% |
| 1Y | -36.8% | +10.7% | -47.5% | -43.8% |
| 3Y | +228.2% | +29.6% | +198.6% | +144.6% |
| 5Y | +91.9% | +63.5% | +28.4% | +20.4% |
| All | +224.0% | +63.7% | +160.3% | +106.6% |
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