+202.0%
IONQ vs PEP
+15.6%
+186.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.0% | +24.4% | +23.2% |
| 7D | +8.6% | +2.9% | +5.7% | +9.6% |
| 30D | -21.1% | +14.2% | -35.3% | -18.2% |
| 3M | -17.9% | +3.2% | -21.1% | -16.6% |
| 6M | -37.9% | -7.4% | -30.5% | -37.8% |
| YTD | -27.3% | +1.5% | -28.8% | -26.3% |
| 1Y | -43.2% | +3.9% | -47.1% | -42.3% |
| 3Y | +191.0% | -5.5% | +196.5% | +190.4% |
| 5Y | +69.3% | +0.1% | +69.1% | +66.3% |
| All | +202.0% | +15.6% | +186.4% | +179.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling