+173.5%
IONQ vs PLD
+55.3%
+118.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +1.8% | -3.3% | -3.0% |
| 7D | -8.9% | +4.9% | -13.8% | -12.7% |
| 30D | -31.3% | +2.6% | -33.8% | -33.1% |
| 3M | -29.2% | -4.8% | -24.4% | -26.5% |
| 6M | -35.4% | -3.9% | -31.5% | -34.6% |
| YTD | -34.2% | +5.3% | -39.5% | -38.5% |
| 1Y | -44.7% | +9.3% | -53.9% | -50.1% |
| 3Y | +155.1% | +35.8% | +119.3% | +86.7% |
| 5Y | +79.8% | +2.9% | +76.9% | +61.9% |
| All | +173.5% | +55.3% | +118.2% | +119.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling