+144.7%
IONQ vs PPL
+58.0%
+86.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | +0.8% | -11.3% | -10.8% |
| 7D | -16.7% | +1.0% | -17.7% | -17.0% |
| 30D | -38.9% | +6.8% | -45.8% | -40.5% |
| 3M | -33.8% | +3.9% | -37.7% | -34.8% |
| 6M | -44.9% | -2.0% | -42.9% | -44.8% |
| YTD | -41.1% | +5.3% | -46.4% | -42.9% |
| 1Y | -52.3% | +2.2% | -54.5% | -53.2% |
| 3Y | +128.2% | +56.7% | +71.5% | +87.4% |
| 5Y | +37.2% | +49.1% | -11.9% | +17.0% |
| All | +144.7% | +58.0% | +86.7% | +123.4% |
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