+23.8%
IONQ vs PEP
+1.2%
+22.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.2% | -10.7% | -10.5% |
| 7D | -16.7% | +6.7% | -23.3% | -14.9% |
| 30D | -38.9% | +13.5% | -52.5% | -36.4% |
| 3M | -33.8% | +3.9% | -37.7% | -32.5% |
| 6M | -44.9% | -6.0% | -38.9% | -44.6% |
| YTD | -41.1% | +2.5% | -43.6% | -40.0% |
| 1Y | -52.3% | +3.9% | -56.2% | -51.3% |
| 3Y | +128.2% | -4.7% | +132.9% | +128.0% |
| All | +23.8% | +1.2% | +22.6% | +28.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling