+274.7%
IONQ vs PSKY
-67.1%
+341.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.6% | +3.0% | +2.6% |
| 7D | +7.1% | +2.4% | +4.8% | +6.3% |
| 30D | -8.9% | +17.5% | -26.4% | -13.5% |
| 3M | -35.6% | +4.4% | -40.0% | -36.7% |
| 6M | +13.3% | -9.0% | +22.3% | +16.2% |
| YTD | -9.8% | -18.6% | +8.8% | -5.4% |
| 1Y | -1.3% | -27.7% | +26.4% | +6.9% |
| 3Y | +109.3% | -16.9% | +126.1% | +98.6% |
| 5Y | +304.7% | -70.3% | +375.0% | +379.2% |
| All | +274.7% | -67.1% | +341.8% | +361.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PSKY.
Daily Out/Under-Performance
Portfolio return minus PSKY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSKY 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 PSKY 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