+1,046.2%
PLTR vs IONQ
+113.4%
+932.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IONQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.5% | +1.3% | -5.8% | -4.8% |
| 7D | -6.4% | +0.8% | -7.2% | -6.6% |
| 30D | +10.0% | -1.0% | +11.1% | +9.9% |
| 3M | +23.0% | -39.8% | +62.8% | +37.8% |
| 6M | +13.8% | +6.4% | +7.4% | +7.0% |
| YTD | -1.9% | -11.9% | +10.0% | -4.6% |
| 1Y | +11.6% | -6.2% | +17.8% | +2.4% |
| All | +1,046.2% | +113.4% | +932.8% | +550.7% |
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