+274.7%
IONQ vs PBF
+1,095.7%
-821.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.3% | -0.9% | +2.0% |
| 7D | +7.1% | +2.4% | +4.7% | +6.8% |
| 30D | -8.9% | +24.9% | -33.8% | -11.6% |
| 3M | -35.6% | +81.9% | -117.4% | -40.6% |
| 6M | +13.3% | +79.4% | -66.1% | +3.2% |
| YTD | -9.8% | +188.3% | -198.1% | -23.6% |
| 1Y | -1.3% | +177.3% | -178.6% | -16.1% |
| 3Y | +109.3% | +56.0% | +53.3% | +81.4% |
| 5Y | +304.7% | +804.0% | -499.3% | +215.6% |
| All | +274.7% | +1,095.7% | -821.0% | +199.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF 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 PBF 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