-17.9%
IONQ vs PWR
-20.5%
+2.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +6.3% | +17.2% | +19.2% |
| 7D | +8.6% | -12.9% | +21.4% | +14.4% |
| 30D | -21.1% | -22.8% | +1.8% | -10.5% |
| 3M | -17.9% | -19.0% | +1.1% | -7.1% |
| All | -17.9% | -20.5% | +2.6% | -7.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling