+202.0%
IONQ vs PWR
+670.1%
-468.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +6.3% | +17.2% | +18.3% |
| 7D | +8.6% | -12.9% | +21.4% | +20.9% |
| 30D | -21.1% | -22.8% | +1.8% | -3.4% |
| 3M | -17.9% | -19.0% | +1.1% | -4.2% |
| 6M | -37.9% | -31.1% | -6.9% | -16.9% |
| YTD | -27.3% | +28.3% | -55.6% | -43.5% |
| 1Y | -43.2% | +22.2% | -65.4% | -53.5% |
| 3Y | +191.0% | +222.2% | -31.2% | +14.6% |
| 5Y | +69.3% | +364.2% | -294.9% | -49.2% |
| All | +202.0% | +670.1% | -468.1% | -22.7% |
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