+185.7%
IONQ vs PFE
+6.5%
+179.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.1% | -7.3% | -8.9% |
| 7D | +16.8% | -2.1% | +18.9% | +17.4% |
| 30D | -11.1% | +3.1% | -14.2% | -11.9% |
| 3M | -31.7% | +11.2% | -42.9% | -33.7% |
| 6M | -44.8% | +15.0% | -59.8% | -47.0% |
| YTD | -31.2% | +23.5% | -54.8% | -35.4% |
| 1Y | -39.1% | +18.9% | -58.0% | -42.3% |
| 3Y | +189.5% | +18.7% | +170.8% | +168.5% |
| 5Y | +53.2% | -24.0% | +77.2% | +56.3% |
| All | +185.7% | +6.5% | +179.3% | +215.2% |
Cumulative growth
Daily Returns
Daily percentage return beside PFE.
Daily Out/Under-Performance
Portfolio return minus PFE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PFE 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 PFE 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