+224.0%
IONQ vs D
+17.0%
+207.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +16.7% | +2.4% | +14.3% | +16.4% |
| 30D | -12.3% | +10.9% | -23.2% | -13.3% |
| 3M | -17.7% | +2.8% | -20.6% | -18.0% |
| 6M | -28.9% | +12.7% | -41.6% | -30.3% |
| YTD | -22.0% | +20.3% | -42.3% | -24.5% |
| 1Y | -36.8% | +17.1% | -53.9% | -38.6% |
| 3Y | +228.2% | +75.1% | +153.1% | +199.0% |
| 5Y | +91.9% | +13.1% | +78.8% | +83.5% |
| All | +224.0% | +17.0% | +207.0% | +235.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling