+76.9%
IONQ vs PPG
-13.2%
+90.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.1% | -3.0% |
| 7D | +15.3% | -1.2% | +16.5% | +16.7% |
| 30D | -6.1% | +21.2% | -27.3% | -20.8% |
| 3M | -21.6% | +8.2% | -29.8% | -27.3% |
| 6M | -40.1% | +17.2% | -57.3% | -48.7% |
| YTD | -24.1% | +25.0% | -49.1% | -40.1% |
| 1Y | -37.4% | +33.5% | -70.9% | -54.1% |
| 3Y | +219.5% | +4.2% | +215.3% | +191.5% |
| 5Y | +76.9% | -12.7% | +89.6% | +73.6% |
| All | +76.9% | -13.2% | +90.1% | +73.6% |
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