+227.2%
IONQ vs PEP
+16.0%
+211.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.4% | +8.0% | +8.4% |
| 7D | +25.5% | +1.0% | +24.4% | +25.9% |
| 30D | -11.4% | +12.6% | -24.0% | -8.4% |
| 3M | -20.5% | +3.1% | -23.6% | -19.2% |
| 6M | -28.2% | -6.3% | -21.9% | -27.9% |
| YTD | -21.2% | +1.9% | -23.1% | -20.0% |
| 1Y | -40.4% | +3.3% | -43.6% | -39.4% |
| 3Y | +214.7% | -4.8% | +219.5% | +214.1% |
| 5Y | +56.9% | +2.0% | +54.8% | +54.0% |
| All | +227.2% | +16.0% | +211.2% | +202.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PEP.
Daily Out/Under-Performance
Portfolio return minus PEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PEP 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 PEP 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