+224.0%
IONQ vs PEP
+17.4%
+206.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.2% | -2.2% | -0.7% |
| 7D | +16.7% | +4.6% | +12.1% | +18.2% |
| 30D | -12.3% | +14.0% | -26.3% | -9.0% |
| 3M | -17.7% | +5.4% | -23.1% | -15.9% |
| 6M | -28.9% | -5.1% | -23.8% | -28.3% |
| YTD | -22.0% | +3.1% | -25.1% | -20.6% |
| 1Y | -36.8% | +4.8% | -41.6% | -35.6% |
| 3Y | +228.2% | -4.1% | +232.4% | +229.1% |
| 5Y | +91.9% | +3.0% | +89.0% | +89.2% |
| All | +224.0% | +17.4% | +206.5% | +201.0% |
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