+265.9%
IONQ vs PWR
+788.9%
-522.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +0.7% |
| 7D | +0.8% | +3.6% | -2.8% | -2.1% |
| 30D | -1.0% | -8.6% | +7.6% | +6.6% |
| 3M | -39.8% | -13.2% | -26.6% | -32.5% |
| 6M | +6.4% | +9.9% | -3.5% | -2.6% |
| YTD | -11.9% | +48.0% | -60.0% | -38.0% |
| 1Y | -6.2% | +66.2% | -72.3% | -39.9% |
| 3Y | +125.7% | +195.1% | -69.4% | -5.7% |
| 5Y | +296.0% | +442.6% | -146.6% | +7.1% |
| All | +265.9% | +788.9% | -522.9% | -15.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling