+56.9%
IONQ vs PDD
-3.2%
+60.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.0% | +11.4% | +9.2% |
| 7D | +25.5% | -1.4% | +26.9% | +25.6% |
| 30D | -11.4% | -1.0% | -10.4% | -11.5% |
| 3M | -20.5% | -12.3% | -8.2% | -18.0% |
| 6M | -28.2% | -18.5% | -9.7% | -25.0% |
| YTD | -21.2% | -29.0% | +7.8% | -14.1% |
| 1Y | -40.4% | -40.7% | +0.3% | -31.5% |
| 3Y | +214.7% | -25.7% | +240.4% | +211.1% |
| 5Y | +56.9% | -3.3% | +60.1% | +61.6% |
| All | +56.9% | -3.2% | +60.0% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling