+265.9%
IONQ vs PYPL
-76.6%
+342.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -3.0% | +4.3% | +3.4% |
| 7D | +0.8% | +2.7% | -1.9% | -1.2% |
| 30D | -1.0% | -4.9% | +3.9% | +1.5% |
| 3M | -39.8% | +28.9% | -68.7% | -52.3% |
| 6M | +6.4% | +18.2% | -11.8% | -10.4% |
| YTD | -11.9% | -5.0% | -6.9% | -15.0% |
| 1Y | -6.2% | -18.8% | +12.7% | +1.8% |
| 3Y | +125.7% | -12.6% | +138.3% | +126.1% |
| 5Y | +296.0% | -80.8% | +376.8% | +777.9% |
| All | +265.9% | -76.6% | +342.6% | +635.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling