+241.1%
IONQ vs PSLV
+117.2%
+124.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -5.3% | +1.9% | -1.1% |
| 7D | -5.6% | -4.9% | -0.7% | -3.7% |
| 30D | -15.2% | -1.9% | -13.3% | -14.4% |
| 3M | -34.9% | +4.2% | -39.1% | -36.1% |
| 6M | +4.9% | -27.6% | +32.5% | +18.9% |
| YTD | -17.9% | -11.7% | -6.2% | -17.3% |
| 1Y | -16.0% | +49.3% | -65.3% | -35.0% |
| 3Y | +90.5% | +167.1% | -76.6% | +8.4% |
| 5Y | +268.4% | +151.7% | +116.7% | +107.0% |
| All | +241.1% | +117.2% | +124.0% | +93.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PSLV.
Daily Out/Under-Performance
Portfolio return minus PSLV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSLV 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 PSLV 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