+144.7%
IONQ vs PTC
+62.1%
+82.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.3% | -10.2% | -10.4% |
| 7D | -16.7% | -0.1% | -16.6% | -16.6% |
| 30D | -38.9% | +0.8% | -39.8% | -39.2% |
| 3M | -33.8% | +39.6% | -73.4% | -49.2% |
| 6M | -44.9% | +41.5% | -86.4% | -60.1% |
| YTD | -41.1% | +11.7% | -52.8% | -48.3% |
| 1Y | -52.3% | +2.4% | -54.7% | -55.3% |
| 3Y | +128.2% | +31.9% | +96.3% | +66.9% |
| 5Y | +37.2% | +54.5% | -17.4% | -12.0% |
| All | +144.7% | +62.1% | +82.7% | +56.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling