+167.4%
IONQ vs PHM
+210.1%
-42.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.5% |
| 7D | -11.5% | -4.1% | -7.3% | -9.3% |
| 30D | -8.1% | +16.1% | -24.2% | -16.3% |
| 3M | -35.8% | -2.5% | -33.3% | -35.7% |
| 6M | -47.7% | +12.9% | -60.7% | -52.7% |
| YTD | -35.6% | +9.0% | -44.7% | -41.5% |
| 1Y | -36.4% | +8.2% | -44.6% | -42.5% |
| 3Y | +150.0% | +58.4% | +91.6% | +61.2% |
| 5Y | +43.3% | +159.2% | -115.9% | -38.6% |
| All | +167.4% | +210.1% | -42.6% | +3.8% |
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