+202.0%
IONQ vs PDD
-53.0%
+255.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.1% | +24.5% | +23.7% |
| 7D | +8.6% | +5.6% | +3.0% | +6.7% |
| 30D | -21.1% | +5.8% | -26.9% | -22.5% |
| 3M | -17.9% | -8.6% | -9.3% | -16.4% |
| 6M | -37.9% | -18.8% | -19.1% | -35.3% |
| YTD | -27.3% | -26.8% | -0.5% | -21.9% |
| 1Y | -43.2% | -39.3% | -3.9% | -36.0% |
| 3Y | +191.0% | -22.5% | +213.5% | +186.7% |
| 5Y | +69.3% | -0.8% | +70.0% | +38.1% |
| All | +202.0% | -53.0% | +255.1% | +172.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PDD.
Daily Out/Under-Performance
Portfolio return minus PDD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PDD 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 PDD 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