+274.7%
IONQ vs PSX
+355.5%
-80.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.6% | +0.8% | +1.9% |
| 7D | +7.1% | +2.8% | +4.3% | +6.2% |
| 30D | -8.9% | +27.8% | -36.7% | -15.7% |
| 3M | -35.6% | +42.0% | -77.6% | -42.6% |
| 6M | +13.3% | +58.1% | -44.8% | -3.6% |
| YTD | -9.8% | +105.0% | -114.8% | -30.3% |
| 1Y | -1.3% | +104.9% | -106.2% | -24.0% |
| 3Y | +109.3% | +134.1% | -24.8% | +49.7% |
| 5Y | +304.7% | +363.8% | -59.1% | +153.1% |
| All | +274.7% | +355.5% | -80.8% | +134.2% |
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