+215.4%
IONQ vs PSA
+86.1%
+129.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.1% | -2.6% | -2.6% |
| 7D | +15.3% | -2.1% | +17.4% | +16.6% |
| 30D | -6.1% | +16.2% | -22.3% | -14.1% |
| 3M | -21.6% | +4.3% | -25.9% | -23.9% |
| 6M | -40.1% | +9.9% | -50.0% | -44.3% |
| YTD | -24.1% | +33.3% | -57.4% | -36.9% |
| 1Y | -37.4% | +25.8% | -63.2% | -46.2% |
| 3Y | +219.5% | +54.8% | +164.7% | +139.1% |
| 5Y | +76.9% | +27.5% | +49.4% | +50.5% |
| All | +215.4% | +86.1% | +129.3% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSA.
Daily Out/Under-Performance
Portfolio return minus PSA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSA 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 PSA 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