+167.4%
IONQ vs PWR
+757.1%
-589.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.7% | -5.7% | -5.9% |
| 7D | -11.5% | +11.3% | -22.8% | -19.0% |
| 30D | -8.1% | -8.9% | +0.8% | -2.4% |
| 3M | -35.8% | -10.5% | -25.3% | -31.2% |
| 6M | -47.7% | -22.2% | -25.6% | -37.2% |
| YTD | -35.6% | +42.7% | -78.4% | -54.3% |
| 1Y | -36.4% | +41.1% | -77.5% | -53.9% |
| 3Y | +150.0% | +242.7% | -92.7% | -6.9% |
| 5Y | +43.3% | +418.5% | -375.2% | -60.8% |
| All | +167.4% | +757.1% | -589.7% | -37.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 PWR 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