+586.3%
PLTR vs IONQ
+193.2%
+393.1%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +23.4% | -19.9% | -3.5% |
| 7D | -12.9% | +8.6% | -21.5% | -15.6% |
| 30D | -17.4% | -21.1% | +3.7% | -12.4% |
| 3M | +2.9% | -17.9% | +20.7% | +6.8% |
| 6M | +19.9% | -37.9% | +57.8% | +31.3% |
| YTD | -9.8% | -27.3% | +17.5% | -9.2% |
| 1Y | -8.4% | -43.2% | +34.8% | -2.2% |
| 3Y | +765.0% | +191.0% | +574.1% | +302.1% |
| 5Y | +516.8% | +69.3% | +447.6% | +153.0% |
| All | +586.3% | +193.2% | +393.1% | +136.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IONQ.
Daily Out/Under-Performance
Portfolio return minus IONQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IONQ 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 IONQ 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