+109.3%
IONQ vs PPG
-13.4%
+122.7%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -2.5% | +4.9% | +4.2% |
| 7D | +7.1% | 0.0% | +7.1% | +7.0% |
| 30D | -8.9% | -7.8% | -1.1% | -3.4% |
| 3M | -35.6% | -2.2% | -33.4% | -35.2% |
| 6M | +13.3% | +4.1% | +9.1% | +8.4% |
| YTD | -9.8% | +9.1% | -18.9% | -19.0% |
| 1Y | -1.3% | +1.0% | -2.3% | -6.0% |
| 3Y | +109.3% | -13.3% | +122.5% | +125.7% |
| All | +109.3% | -13.4% | +122.7% | +125.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling