+144.7%
IONQ vs PWR
+624.7%
-479.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -12.3% | +1.8% | -0.6% |
| 7D | -16.7% | -19.9% | +3.2% | -1.3% |
| 30D | -38.9% | -29.3% | -9.7% | -20.3% |
| 3M | -33.8% | -25.5% | -8.3% | -17.9% |
| 6M | -44.9% | -34.0% | -10.9% | -24.1% |
| YTD | -41.1% | +20.7% | -61.8% | -52.2% |
| 1Y | -52.3% | +12.3% | -64.6% | -58.5% |
| 3Y | +128.2% | +201.9% | -73.6% | -5.9% |
| 5Y | +37.2% | +336.8% | -299.6% | -57.0% |
| All | +144.7% | +624.7% | -479.9% | -34.7% |
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 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