-13.3%
IONQ vs PSKY
-30.5%
+17.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PSKY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -5.4% | -0.4% | -3.4% |
| 7D | +1.3% | -6.8% | +8.2% | +4.5% |
| 30D | -10.3% | +10.2% | -20.6% | -14.1% |
| 3M | -32.7% | +0.3% | -33.0% | -32.9% |
| 6M | +6.3% | -7.8% | +14.1% | +10.2% |
| YTD | -15.0% | -23.0% | +8.0% | -7.0% |
| 1Y | -13.3% | -31.6% | +18.3% | +0.5% |
| All | -13.3% | -30.5% | +17.2% | +0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling