+227.2%
IONQ vs PBF
+983.3%
-756.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.4% | +4.9% | +7.9% |
| 7D | +25.5% | -7.4% | +32.8% | +26.7% |
| 30D | -11.4% | -17.5% | +6.1% | -9.5% |
| 3M | -20.5% | +13.1% | -33.6% | -22.4% |
| 6M | -28.2% | +72.6% | -100.9% | -33.9% |
| YTD | -21.2% | +161.2% | -182.4% | -32.9% |
| 1Y | -40.4% | +93.3% | -133.7% | -47.0% |
| 3Y | +214.7% | +80.7% | +134.0% | +168.5% |
| 5Y | +56.9% | +396.1% | -339.2% | +23.3% |
| All | +227.2% | +983.3% | -756.0% | +163.0% |
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