+150.0%
IONQ vs PFE
+19.5%
+130.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.5% |
| 7D | -11.5% | -1.7% | -9.8% | -11.1% |
| 30D | -8.1% | +0.3% | -8.4% | -8.2% |
| 3M | -35.8% | +9.4% | -45.2% | -37.4% |
| 6M | -47.7% | +14.9% | -62.6% | -49.8% |
| YTD | -35.6% | +23.8% | -59.4% | -39.7% |
| 1Y | -36.4% | +19.5% | -55.9% | -39.9% |
| 3Y | +150.0% | +21.0% | +129.0% | +121.8% |
| All | +150.0% | +19.5% | +130.5% | +121.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling