+52.8%
IONQ vs PSX
+274.8%
-222.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.5% | +24.0% | +23.6% |
| 7D | +8.6% | -13.1% | +21.7% | +13.9% |
| 30D | -21.1% | -9.5% | -11.6% | -19.1% |
| 3M | -17.9% | +20.2% | -38.1% | -24.8% |
| 6M | -37.9% | +44.9% | -82.8% | -47.7% |
| YTD | -27.3% | +94.4% | -121.7% | -47.2% |
| 1Y | -43.2% | +83.1% | -126.3% | -57.8% |
| 3Y | +191.0% | +132.2% | +58.8% | +85.5% |
| All | +52.8% | +274.8% | -222.1% | -23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling