+135.8%
IONQ vs PL
+403.1%
-267.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -10.1% | -0.4% | -6.3% |
| 7D | -16.7% | -20.5% | +3.9% | -8.0% |
| 30D | -38.9% | -38.8% | -0.2% | -24.6% |
| 3M | -33.8% | -49.1% | +15.3% | -11.9% |
| 6M | -44.9% | -69.4% | +24.4% | -11.0% |
| YTD | -41.1% | -42.3% | +1.2% | -28.4% |
| 1Y | -52.3% | -14.2% | -38.1% | -51.1% |
| All | +135.8% | +403.1% | -267.3% | -10.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling