+185.7%
IONQ vs PLD
+52.0%
+133.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -1.1% | -8.3% | -8.4% |
| 7D | +16.8% | 0.0% | +16.8% | +16.8% |
| 30D | -11.1% | -3.7% | -7.4% | -8.3% |
| 3M | -31.7% | -7.9% | -23.8% | -27.0% |
| 6M | -44.8% | -9.2% | -35.5% | -41.2% |
| YTD | -31.2% | +3.1% | -34.3% | -34.4% |
| 1Y | -39.1% | +6.2% | -45.3% | -43.8% |
| 3Y | +189.5% | +35.4% | +154.1% | +112.9% |
| 5Y | +53.2% | +0.1% | +53.1% | +40.6% |
| All | +185.7% | +52.0% | +133.7% | +133.6% |
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