+224.0%
IONQ vs PBF
+926.6%
-702.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -5.2% | +4.2% | -0.4% |
| 7D | +16.7% | -15.3% | +32.0% | +19.0% |
| 30D | -12.3% | -21.8% | +9.5% | -9.9% |
| 3M | -17.7% | -0.2% | -17.5% | -18.4% |
| 6M | -28.9% | +63.6% | -92.5% | -34.2% |
| YTD | -22.0% | +147.5% | -169.5% | -33.2% |
| 1Y | -36.8% | +69.8% | -106.6% | -42.8% |
| 3Y | +228.2% | +65.3% | +163.0% | +182.8% |
| 5Y | +91.9% | +393.4% | -301.5% | +51.7% |
| All | +224.0% | +926.6% | -702.6% | +162.1% |
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