+167.4%
IONQ vs PPL
+56.6%
+110.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.3% | -7.7% | -6.8% |
| 7D | -11.5% | -0.4% | -11.1% | -11.4% |
| 30D | -8.1% | +2.6% | -10.7% | -9.1% |
| 3M | -35.8% | +0.8% | -36.6% | -36.2% |
| 6M | -47.7% | +1.4% | -49.2% | -48.4% |
| YTD | -35.6% | +4.3% | -39.9% | -37.5% |
| 1Y | -36.4% | +0.8% | -37.1% | -37.3% |
| 3Y | +150.0% | +57.9% | +92.1% | +104.7% |
| 5Y | +43.3% | +48.3% | -5.0% | +22.8% |
| All | +167.4% | +56.6% | +110.8% | +144.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PPL.
Daily Out/Under-Performance
Portfolio return minus PPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PPL 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 PPL 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