+144.7%
IONQ vs D
+19.2%
+125.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.2% | -10.4% | -10.5% |
| 7D | -16.7% | +6.9% | -23.6% | -17.2% |
| 30D | -38.9% | +12.3% | -51.3% | -39.7% |
| 3M | -33.8% | +3.0% | -36.8% | -33.9% |
| 6M | -44.9% | +12.8% | -57.7% | -45.9% |
| YTD | -41.1% | +22.6% | -63.7% | -43.0% |
| 1Y | -52.3% | +21.7% | -74.0% | -53.8% |
| 3Y | +128.2% | +83.9% | +44.3% | +107.2% |
| 5Y | +37.2% | +14.0% | +23.2% | +30.9% |
| All | +144.7% | +19.2% | +125.5% | +153.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling