-44.8%
IONQ vs PYPL
+30.5%
-75.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.0% | -7.4% | -9.3% |
| 7D | +16.8% | -1.1% | +17.9% | +16.9% |
| 30D | -11.1% | +3.8% | -14.9% | -11.0% |
| 3M | -31.7% | -1.3% | -30.4% | -31.4% |
| 6M | -44.8% | +29.0% | -73.8% | -36.6% |
| All | -44.8% | +30.5% | -75.2% | -36.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling