+202.0%
IONQ vs PHM
+223.4%
-21.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PHM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.0% | +25.4% | +24.5% |
| 7D | +8.6% | +6.2% | +2.4% | +4.2% |
| 30D | -21.1% | +17.9% | -39.0% | -28.8% |
| 3M | -17.9% | +2.5% | -20.4% | -20.0% |
| 6M | -37.9% | +10.8% | -48.7% | -43.1% |
| YTD | -27.3% | +13.7% | -41.0% | -35.5% |
| 1Y | -43.2% | +12.4% | -55.6% | -49.7% |
| 3Y | +191.0% | +65.6% | +125.3% | +82.8% |
| 5Y | +69.3% | +175.3% | -106.1% | -29.3% |
| All | +202.0% | +223.4% | -21.4% | +14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling