+173.5%
IONQ vs PPL
+56.8%
+116.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | 0.0% | -1.5% | -1.5% |
| 7D | -8.9% | +1.8% | -10.7% | -9.5% |
| 30D | -31.3% | +8.4% | -39.7% | -33.3% |
| 3M | -29.2% | +2.4% | -31.6% | -29.9% |
| 6M | -35.4% | -4.0% | -31.5% | -34.8% |
| YTD | -34.2% | +4.5% | -38.6% | -36.0% |
| 1Y | -44.7% | +1.7% | -46.4% | -45.6% |
| 3Y | +155.1% | +55.5% | +99.6% | +110.1% |
| 5Y | +79.8% | +47.0% | +32.8% | +53.6% |
| All | +173.5% | +56.8% | +116.7% | +150.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling