-35.4%
IONQ vs PLD
-5.0%
-30.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -1.4% |
| 7D | -8.9% | +4.9% | -13.8% | -8.8% |
| 30D | -31.3% | +2.6% | -33.8% | -31.2% |
| 3M | -29.2% | -4.8% | -24.4% | -28.8% |
| 6M | -35.4% | -3.9% | -31.5% | -37.4% |
| All | -35.4% | -5.0% | -30.5% | -37.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling