+265.9%
IONQ vs PBR
+502.9%
-237.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PBR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.9% | +3.2% | +1.7% |
| 7D | +0.8% | +8.6% | -7.8% | -1.0% |
| 30D | -1.0% | +12.8% | -13.8% | -3.7% |
| 3M | -39.8% | +14.7% | -54.5% | -41.9% |
| 6M | +6.4% | +25.2% | -18.7% | -0.8% |
| YTD | -11.9% | +77.1% | -89.1% | -25.0% |
| 1Y | -6.2% | +69.6% | -75.7% | -19.1% |
| 3Y | +125.7% | +95.6% | +30.1% | +88.4% |
| 5Y | +296.0% | +501.8% | -205.8% | +171.8% |
| All | +265.9% | +502.9% | -237.0% | +138.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling