+52.8%
IONQ vs PHM
+175.2%
-122.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.0% | +25.4% | +24.5% |
| 7D | +8.6% | +6.2% | +2.4% | +3.8% |
| 30D | -21.1% | +17.9% | -39.0% | -29.3% |
| 3M | -17.9% | +2.5% | -20.4% | -20.2% |
| 6M | -37.9% | +10.8% | -48.7% | -43.6% |
| YTD | -27.3% | +13.7% | -41.0% | -36.3% |
| 1Y | -43.2% | +12.4% | -55.6% | -50.3% |
| 3Y | +191.0% | +65.6% | +125.3% | +67.7% |
| All | +52.8% | +175.2% | -122.5% | -56.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling