+150.0%
IONQ vs PSLV
+110.4%
+39.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSLV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.1% | -5.4% |
| 7D | -11.5% | -6.3% | -5.2% | -8.8% |
| 30D | -8.1% | -12.7% | +4.6% | -2.5% |
| 3M | -35.8% | -24.7% | -11.0% | -27.6% |
| 6M | -47.7% | -44.6% | -3.1% | -34.3% |
| YTD | -35.6% | -33.3% | -2.4% | -26.2% |
| 1Y | -36.4% | -8.6% | -27.8% | -36.1% |
| 3Y | +150.0% | +108.2% | +41.9% | +70.8% |
| All | +150.0% | +110.4% | +39.6% | +70.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling