+227.2%
IONQ vs PLD
+54.4%
+172.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.8% | +5.5% | +6.0% |
| 7D | +25.5% | +0.7% | +24.8% | +24.8% |
| 30D | -11.4% | +0.8% | -12.2% | -12.4% |
| 3M | -20.5% | -6.1% | -14.3% | -16.3% |
| 6M | -28.2% | -8.0% | -20.2% | -24.5% |
| YTD | -21.2% | +4.7% | -25.9% | -26.0% |
| 1Y | -40.4% | +7.2% | -47.6% | -45.3% |
| 3Y | +214.7% | +39.2% | +175.5% | +125.6% |
| 5Y | +56.9% | +1.9% | +55.0% | +42.1% |
| All | +227.2% | +54.4% | +172.8% | +163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PLD.
Daily Out/Under-Performance
Portfolio return minus PLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PLD 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 PLD 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