+224.0%
IONQ vs DAL
+138.5%
+85.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.3% |
| 7D | +16.7% | +10.7% | +6.0% | +8.6% |
| 30D | -12.3% | +12.5% | -24.8% | -19.2% |
| 3M | -17.7% | +3.6% | -21.4% | -19.6% |
| 6M | -28.9% | +26.7% | -55.7% | -40.8% |
| YTD | -22.0% | +34.3% | -56.3% | -37.8% |
| 1Y | -36.8% | +59.1% | -95.9% | -55.7% |
| 3Y | +228.2% | +179.9% | +48.4% | +49.3% |
| 5Y | +91.9% | +119.1% | -27.2% | -5.0% |
| All | +224.0% | +138.5% | +85.5% | +62.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAL.
Daily Out/Under-Performance
Portfolio return minus DAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAL 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 DAL 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