+228.2%
IONQ vs PTC
+31.6%
+196.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.3% | -1.3% | -1.1% |
| 7D | +16.7% | +1.3% | +15.4% | +16.2% |
| 30D | -12.3% | +1.1% | -13.4% | -12.6% |
| 3M | -17.7% | +30.1% | -47.9% | -26.8% |
| 6M | -28.9% | +34.0% | -63.0% | -38.3% |
| YTD | -22.0% | +12.8% | -34.8% | -23.0% |
| 1Y | -36.8% | +10.7% | -47.5% | -36.4% |
| 3Y | +228.2% | +29.6% | +198.6% | +101.5% |
| All | +228.2% | +31.6% | +196.6% | +101.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling