+191.0%
IONQ vs PYPL
+5.7%
+185.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +0.5% | +22.9% | +23.2% |
| 7D | +8.6% | +3.9% | +4.7% | +6.3% |
| 30D | -21.1% | +7.8% | -28.9% | -24.3% |
| 3M | -17.9% | -0.7% | -17.2% | -18.2% |
| 6M | -37.9% | +28.8% | -66.7% | -48.5% |
| YTD | -27.3% | +2.4% | -29.7% | -30.9% |
| 1Y | -43.2% | -9.6% | -33.6% | -40.4% |
| 3Y | +191.0% | +9.7% | +181.3% | +140.8% |
| All | +191.0% | +5.7% | +185.3% | +140.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling