+240.3%
IONQ vs PPG
-18.0%
+258.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.7% | -0.6% |
| 7D | -7.0% | -6.2% | -0.8% | -2.3% |
| 30D | -18.7% | -7.9% | -10.8% | -13.5% |
| 3M | -36.6% | -10.2% | -26.4% | -31.6% |
| 6M | +7.2% | +2.7% | +4.6% | +4.0% |
| YTD | -18.1% | +4.9% | -23.0% | -23.4% |
| 1Y | -21.9% | -3.2% | -18.7% | -23.2% |
| 3Y | +86.7% | -17.0% | +103.7% | +108.1% |
| 5Y | +267.5% | -23.3% | +290.8% | +296.6% |
| All | +240.3% | -18.0% | +258.3% | +263.0% |
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