+265.9%
IONQ vs D
+12.7%
+253.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-04.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.3% |
| 7D | +0.8% | +1.5% | -0.6% | +0.7% |
| 30D | -1.0% | -2.6% | +1.6% | -0.7% |
| 3M | -39.8% | 0.0% | -39.8% | -40.0% |
| 6M | +6.4% | +7.4% | -0.9% | +4.9% |
| YTD | -11.9% | +15.9% | -27.8% | -14.4% |
| 1Y | -6.2% | +18.1% | -24.3% | -9.1% |
| 3Y | +125.7% | +58.4% | +67.3% | +107.1% |
| 5Y | +296.0% | +5.2% | +290.8% | +278.4% |
| All | +265.9% | +12.7% | +253.2% | +280.6% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D 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 1990-01-01 to 2026-09-04: compounded portfolio wealth divided by compounded D 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…
1990-01-01 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling