+108.3%
IONQ vs PFE
-4.1%
+112.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PFE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +0.8% | +1.8% | -0.9% | +0.3% |
| 30D | -1.0% | +10.2% | -11.3% | -3.7% |
| 3M | -39.8% | +12.7% | -52.5% | -41.9% |
| 6M | +6.4% | +10.5% | -4.1% | +3.3% |
| YTD | -11.9% | +20.2% | -32.1% | -16.8% |
| 1Y | -6.2% | +24.1% | -30.2% | -13.1% |
| All | +108.3% | -4.1% | +112.4% | +89.5% |
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