+253.1%
IONQ vs PBR
+527.2%
-274.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.5% | -6.2% | -5.9% |
| 7D | +1.3% | +0.3% | +1.0% | +1.2% |
| 30D | -10.3% | +17.5% | -27.9% | -13.4% |
| 3M | -32.7% | +20.9% | -53.6% | -35.8% |
| 6M | +6.3% | +20.2% | -13.9% | +0.4% |
| YTD | -15.0% | +84.3% | -99.3% | -28.2% |
| 1Y | -13.3% | +77.1% | -90.4% | -26.0% |
| 3Y | +97.2% | +100.8% | -3.6% | +63.5% |
| 5Y | +278.7% | +556.1% | -277.4% | +156.7% |
| All | +253.1% | +527.2% | -274.0% | +128.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PBR.
Daily Out/Under-Performance
Portfolio return minus PBR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBR 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 PBR 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