+215.4%
IONQ vs PYPL
-74.7%
+290.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.2% | -3.8% | -3.5% |
| 7D | +15.3% | -1.2% | +16.5% | +16.5% |
| 30D | -6.1% | +6.1% | -12.2% | -9.8% |
| 3M | -21.6% | +1.1% | -22.7% | -23.0% |
| 6M | -40.1% | +32.7% | -72.9% | -53.5% |
| YTD | -24.1% | +2.8% | -26.9% | -30.9% |
| 1Y | -37.4% | -10.8% | -26.6% | -36.1% |
| 3Y | +219.5% | +9.8% | +209.7% | +168.1% |
| 5Y | +76.9% | -70.2% | +147.2% | +227.9% |
| All | +215.4% | -74.7% | +290.1% | +497.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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