+194.9%
IONQ vs PBF
+75.3%
+119.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.8% | -8.5% | -3.6% |
| 7D | +15.3% | -4.0% | +19.3% | +16.1% |
| 30D | -6.1% | -18.0% | +11.9% | -3.3% |
| 3M | -21.6% | +0.9% | -22.5% | -22.8% |
| 6M | -40.1% | +65.7% | -105.8% | -46.9% |
| YTD | -24.1% | +161.9% | -186.0% | -42.5% |
| 1Y | -37.4% | +77.8% | -115.2% | -46.9% |
| All | +194.9% | +75.3% | +119.6% | +113.4% |
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 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