+224.0%
IONQ vs PODD
-42.6%
+266.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PODD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.4% |
| 7D | +16.7% | -4.4% | +21.1% | +18.5% |
| 30D | -12.3% | +9.4% | -21.7% | -16.9% |
| 3M | -17.7% | +3.6% | -21.4% | -20.4% |
| 6M | -28.9% | -4.0% | -25.0% | -32.2% |
| YTD | -22.0% | -47.9% | +25.9% | +4.7% |
| 1Y | -36.8% | -53.8% | +17.0% | -8.6% |
| 3Y | +228.2% | -4.5% | +232.8% | +192.0% |
| 5Y | +91.9% | -51.9% | +143.8% | +142.6% |
| All | +224.0% | -42.6% | +266.5% | +280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PODD.
Daily Out/Under-Performance
Portfolio return minus PODD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PODD 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 PODD 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