+304.7%
IONQ vs PBR
+527.8%
-223.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +3.5% | -1.1% | +1.6% |
| 7D | +7.1% | +2.5% | +4.7% | +6.5% |
| 30D | -8.9% | +19.4% | -28.3% | -12.8% |
| 3M | -35.6% | +20.8% | -56.4% | -38.9% |
| 6M | +13.3% | +23.5% | -10.2% | +5.1% |
| YTD | -9.8% | +83.4% | -93.2% | -25.9% |
| 1Y | -1.3% | +77.6% | -78.9% | -18.0% |
| 3Y | +109.3% | +99.9% | +9.4% | +68.0% |
| 5Y | +304.7% | +567.7% | -263.0% | +144.8% |
| All | +304.7% | +527.8% | -223.1% | +144.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling