+167.4%
IONQ vs PPG
-4.2%
+171.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.2% | -6.6% | -6.5% |
| 7D | -11.5% | +0.7% | -12.2% | -11.8% |
| 30D | -8.1% | +17.6% | -25.6% | -19.1% |
| 3M | -35.8% | +7.5% | -43.3% | -39.6% |
| 6M | -47.7% | +17.6% | -65.4% | -54.5% |
| YTD | -35.6% | +22.6% | -58.2% | -46.8% |
| 1Y | -36.4% | +28.0% | -64.4% | -49.6% |
| 3Y | +150.0% | +1.8% | +148.3% | +135.7% |
| 5Y | +43.3% | -15.5% | +58.8% | +38.0% |
| All | +167.4% | -4.2% | +171.6% | +152.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PPG.
Daily Out/Under-Performance
Portfolio return minus PPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPG 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 PPG 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