+634.2%
PLTR vs IONQ
+177.4%
+456.8%
-84.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.4% | +8.9% | +2.3% |
| 7D | +10.7% | +16.8% | -6.1% | +4.8% |
| 30D | -17.8% | -11.1% | -6.6% | -15.8% |
| 3M | +0.3% | -31.7% | +32.0% | +9.9% |
| 6M | +26.2% | -44.8% | +70.9% | +43.8% |
| YTD | -3.5% | -31.2% | +27.8% | -1.4% |
| 1Y | -6.8% | -39.1% | +32.3% | -2.6% |
| 3Y | +772.3% | +189.5% | +582.8% | +304.9% |
| 5Y | +651.6% | +53.2% | +598.4% | +216.6% |
| All | +634.2% | +177.4% | +456.8% | +156.3% |
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