+191.0%
IONQ vs PBF
+59.0%
+132.0%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.4% | -7.4% | +17.8% | +11.5% |
| 7D | +8.6% | -13.8% | +22.3% | +11.0% |
| 30D | -21.1% | -19.6% | -1.5% | -18.8% |
| 3M | -17.9% | +10.3% | -28.1% | -20.8% |
| 6M | -37.9% | +63.4% | -101.4% | -44.9% |
| YTD | -27.3% | +152.6% | -179.9% | -44.6% |
| 1Y | -43.2% | +87.4% | -130.6% | -52.9% |
| 3Y | +191.0% | +63.3% | +127.7% | +117.3% |
| All | +191.0% | +59.0% | +132.0% | +117.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling