+202.0%
IONQ vs PBF
+947.8%
-745.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.6% | +25.0% | +23.6% |
| 7D | +8.6% | -13.8% | +22.3% | +10.6% |
| 30D | -21.1% | -19.6% | -1.5% | -19.3% |
| 3M | -17.9% | +10.3% | -28.1% | -19.6% |
| 6M | -37.9% | +63.4% | -101.4% | -42.5% |
| YTD | -27.3% | +152.6% | -179.9% | -37.9% |
| 1Y | -43.2% | +87.4% | -130.6% | -49.4% |
| 3Y | +191.0% | +63.3% | +127.7% | +150.7% |
| 5Y | +69.3% | +412.5% | -343.2% | +33.6% |
| All | +202.0% | +947.8% | -745.7% | +143.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling