+265.9%
IONQ vs PDD
-53.5%
+319.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PDD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.7% | +0.6% | +1.1% |
| 7D | +0.8% | -4.1% | +4.9% | +1.9% |
| 30D | -1.0% | -9.6% | +8.6% | +1.5% |
| 3M | -39.8% | -4.3% | -35.5% | -39.4% |
| 6M | +6.4% | -18.8% | +25.2% | +11.6% |
| YTD | -11.9% | -27.5% | +15.6% | -4.8% |
| 1Y | -6.2% | -33.6% | +27.5% | +4.0% |
| 3Y | +125.7% | -20.4% | +146.1% | +121.4% |
| 5Y | +296.0% | -19.6% | +315.6% | +231.5% |
| All | +265.9% | -53.5% | +319.4% | +232.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling