+185.7%
IONQ vs PSX
+362.1%
-176.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.6% | -11.0% | -9.8% |
| 7D | +16.8% | +6.4% | +10.3% | +14.7% |
| 30D | -11.1% | -10.2% | -1.0% | -8.9% |
| 3M | -31.7% | +17.2% | -48.9% | -35.7% |
| 6M | -44.8% | +51.8% | -96.5% | -52.5% |
| YTD | -31.2% | +108.0% | -139.2% | -47.6% |
| 1Y | -39.1% | +96.1% | -135.3% | -52.9% |
| 3Y | +189.5% | +155.9% | +33.6% | +99.8% |
| 5Y | +53.2% | +306.9% | -253.8% | -4.0% |
| All | +185.7% | +362.1% | -176.4% | +76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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