+202.0%
IONQ vs PLD
+50.1%
+151.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.2% | +24.7% | +24.5% |
| 7D | +8.6% | -0.8% | +9.4% | +9.1% |
| 30D | -21.1% | -0.3% | -20.8% | -21.4% |
| 3M | -17.9% | -8.0% | -9.8% | -12.2% |
| 6M | -37.9% | -9.8% | -28.2% | -33.7% |
| YTD | -27.3% | +1.8% | -29.1% | -30.1% |
| 1Y | -43.2% | +5.6% | -48.8% | -47.4% |
| 3Y | +191.0% | +33.3% | +157.7% | +116.2% |
| 5Y | +69.3% | +0.3% | +69.0% | +56.9% |
| All | +202.0% | +50.1% | +151.9% | +148.9% |
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