+144.7%
IONQ vs PLD
+52.0%
+92.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -2.1% | -8.4% | -8.7% |
| 7D | -16.7% | +0.4% | -17.1% | -16.9% |
| 30D | -38.9% | -0.1% | -38.8% | -39.1% |
| 3M | -33.8% | -7.9% | -25.9% | -29.1% |
| 6M | -44.9% | -7.0% | -38.0% | -42.6% |
| YTD | -41.1% | +3.1% | -44.2% | -43.9% |
| 1Y | -52.3% | +7.1% | -59.4% | -56.2% |
| 3Y | +128.2% | +32.9% | +95.4% | +70.5% |
| 5Y | +37.2% | +1.5% | +35.6% | +26.0% |
| All | +144.7% | +52.0% | +92.7% | +100.0% |
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