+202.0%
IONQ vs PSA
+87.1%
+115.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.9% | +24.3% | +23.9% |
| 7D | +8.6% | +3.9% | +4.7% | +6.0% |
| 30D | -21.1% | +19.7% | -40.8% | -29.1% |
| 3M | -17.9% | +4.3% | -22.1% | -20.2% |
| 6M | -37.9% | +11.4% | -49.3% | -42.7% |
| YTD | -27.3% | +33.9% | -61.2% | -39.7% |
| 1Y | -43.2% | +28.3% | -71.5% | -51.7% |
| 3Y | +191.0% | +53.5% | +137.5% | +118.7% |
| 5Y | +69.3% | +30.6% | +38.7% | +45.3% |
| All | +202.0% | +87.1% | +115.0% | +223.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling