+185.7%
IONQ vs PSA
+84.8%
+101.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.7% | -8.7% | -9.0% |
| 7D | +16.8% | -2.1% | +18.9% | +18.1% |
| 30D | -11.1% | +15.6% | -26.7% | -18.5% |
| 3M | -31.7% | +4.1% | -35.8% | -33.6% |
| 6M | -44.8% | +9.2% | -54.0% | -48.4% |
| YTD | -31.2% | +32.3% | -63.5% | -42.6% |
| 1Y | -39.1% | +26.2% | -65.3% | -47.8% |
| 3Y | +189.5% | +53.7% | +135.8% | +117.6% |
| 5Y | +53.2% | +26.6% | +26.6% | +30.8% |
| All | +185.7% | +84.8% | +101.0% | +208.4% |
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