+278.7%
IONQ vs PPG
-20.0%
+298.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -2.3% | -3.4% | -3.8% |
| 7D | +1.3% | -3.7% | +5.1% | +4.6% |
| 30D | -10.3% | -7.2% | -3.1% | -4.6% |
| 3M | -32.7% | -7.3% | -25.4% | -28.8% |
| 6M | +6.3% | +0.3% | +6.1% | +4.6% |
| YTD | -15.0% | +6.5% | -21.5% | -22.6% |
| 1Y | -13.3% | +0.5% | -13.9% | -18.1% |
| 3Y | +97.2% | -15.3% | +112.5% | +118.6% |
| 5Y | +278.7% | -22.9% | +301.6% | +319.7% |
| All | +278.7% | -20.0% | +298.7% | +319.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling