+202.0%
IONQ vs PPL
+57.2%
+144.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.6% | +24.0% | +23.6% |
| 7D | +8.6% | +0.4% | +8.2% | +8.3% |
| 30D | -21.1% | +5.4% | -26.5% | -22.7% |
| 3M | -17.9% | +4.3% | -22.1% | -19.3% |
| 6M | -37.9% | -1.3% | -36.6% | -38.0% |
| YTD | -27.3% | +4.7% | -32.0% | -29.5% |
| 1Y | -43.2% | +1.3% | -44.5% | -44.1% |
| 3Y | +191.0% | +57.2% | +133.8% | +138.5% |
| 5Y | +69.3% | +48.2% | +21.0% | +44.7% |
| All | +202.0% | +57.2% | +144.9% | +176.2% |
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