+265.9%
IONQ vs PBF
+1,057.9%
-791.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.3% | +2.6% | +1.4% |
| 7D | +0.8% | +4.3% | -3.5% | +0.2% |
| 30D | -1.0% | +22.0% | -23.0% | -3.7% |
| 3M | -39.8% | +74.5% | -114.3% | -44.2% |
| 6M | +6.4% | +67.7% | -61.2% | -2.2% |
| YTD | -11.9% | +179.2% | -191.1% | -25.1% |
| 1Y | -6.2% | +170.0% | -176.1% | -20.0% |
| 3Y | +125.7% | +66.4% | +59.3% | +94.9% |
| 5Y | +296.0% | +764.5% | -468.5% | +210.1% |
| All | +265.9% | +1,057.9% | -791.9% | +193.6% |
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