+294.8%
IONQ vs PSX
+342.7%
-47.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.2% | +1.1% | +1.2% |
| 7D | +0.8% | +4.5% | -3.7% | -0.7% |
| 30D | -1.0% | +26.6% | -27.6% | -8.8% |
| 3M | -39.8% | +39.3% | -79.1% | -46.5% |
| 6M | +6.4% | +56.8% | -50.4% | -10.6% |
| YTD | -11.9% | +101.8% | -113.7% | -33.3% |
| 1Y | -6.2% | +99.6% | -105.8% | -28.8% |
| 3Y | +125.7% | +140.3% | -14.6% | +54.2% |
| All | +294.8% | +342.7% | -47.9% | +162.2% |
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 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