+144.7%
IONQ vs PEP
+16.7%
+128.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.2% | -10.7% | -10.5% |
| 7D | -16.7% | +6.7% | -23.3% | -15.1% |
| 30D | -38.9% | +13.5% | -52.5% | -36.8% |
| 3M | -33.8% | +3.9% | -37.7% | -32.6% |
| 6M | -44.9% | -6.0% | -38.9% | -44.6% |
| YTD | -41.1% | +2.5% | -43.6% | -40.1% |
| 1Y | -52.3% | +3.9% | -56.2% | -51.5% |
| 3Y | +128.2% | -4.7% | +132.9% | +128.3% |
| 5Y | +37.2% | +1.1% | +36.1% | +35.1% |
| All | +144.7% | +16.7% | +128.0% | +126.8% |
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