+774.7%
PLTR vs IONQ
+221.6%
+553.1%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.7% | +4.8% | +2.8% |
| 7D | +0.4% | +15.3% | -14.9% | -3.6% |
| 30D | -17.5% | -6.1% | -11.4% | -16.9% |
| 3M | -1.5% | -21.6% | +20.1% | +3.0% |
| 6M | +25.9% | -40.1% | +66.1% | +38.3% |
| YTD | -3.0% | -24.1% | +21.1% | -3.2% |
| 1Y | -9.7% | -37.4% | +27.7% | -6.4% |
| All | +774.7% | +221.6% | +553.1% | +361.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling