+194.9%
IONQ vs PPL
+54.3%
+140.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.0% | -1.7% | -2.4% |
| 7D | +15.3% | -1.0% | +16.3% | +15.5% |
| 30D | -6.1% | +3.0% | -9.1% | -7.2% |
| 3M | -21.6% | +1.1% | -22.7% | -22.0% |
| 6M | -40.1% | -0.8% | -39.4% | -40.2% |
| YTD | -24.1% | +3.5% | -27.5% | -26.5% |
| 1Y | -37.4% | -0.9% | -36.5% | -37.9% |
| All | +194.9% | +54.3% | +140.6% | +97.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling