+624.0%
PLTR vs IONQ
+217.7%
+406.3%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +8.3% | -2.8% | +3.0% |
| 7D | -5.1% | +25.5% | -30.6% | -11.9% |
| 30D | -19.1% | -11.4% | -7.7% | -17.1% |
| 3M | -1.6% | -20.5% | +18.8% | +3.1% |
| 6M | +22.8% | -28.2% | +51.0% | +29.1% |
| YTD | -4.8% | -21.2% | +16.4% | -6.4% |
| 1Y | -4.9% | -40.4% | +35.5% | +0.1% |
| 3Y | +826.1% | +214.7% | +611.4% | +320.6% |
| 5Y | +597.7% | +56.9% | +540.9% | +188.4% |
| All | +624.0% | +217.7% | +406.3% | +143.3% |
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