+209.5%
IONQ vs PL
+28.1%
+181.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +10.4% | +13.0% | +18.4% |
| 7D | +8.6% | -6.8% | +15.4% | +13.2% |
| 30D | -21.1% | -29.3% | +8.2% | -5.8% |
| 3M | -17.9% | -44.8% | +26.9% | +9.9% |
| 6M | -37.9% | -68.4% | +30.4% | +6.0% |
| YTD | -27.3% | -36.4% | +9.1% | -15.2% |
| 1Y | -43.2% | +0.7% | -43.9% | -48.0% |
| 3Y | +191.0% | +455.3% | -264.3% | -18.4% |
| 5Y | +69.3% | +22.7% | +46.6% | -19.7% |
| All | +209.5% | +28.1% | +181.4% | +43.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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