+240.3%
IONQ vs PHM
+188.1%
+52.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.1% |
| 7D | -7.0% | -5.0% | -2.0% | -4.4% |
| 30D | -18.7% | -8.4% | -10.3% | -14.8% |
| 3M | -36.6% | -4.4% | -32.2% | -36.0% |
| 6M | +7.2% | -3.7% | +11.0% | +7.3% |
| YTD | -18.1% | +1.3% | -19.4% | -21.7% |
| 1Y | -21.9% | -14.0% | -7.9% | -18.5% |
| 3Y | +86.7% | +48.1% | +38.6% | +26.3% |
| 5Y | +267.5% | +158.8% | +108.7% | +63.4% |
| All | +240.3% | +188.1% | +52.2% | +39.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PHM.
Daily Out/Under-Performance
Portfolio return minus PHM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PHM 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 PHM 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