+135.8%
IONQ vs DAL
+162.4%
-26.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.3% | -6.2% | -7.2% |
| 7D | -16.7% | +4.6% | -21.2% | -19.7% |
| 30D | -38.9% | +2.3% | -41.3% | -40.0% |
| 3M | -33.8% | -8.1% | -25.7% | -29.6% |
| 6M | -44.9% | +21.4% | -66.4% | -53.1% |
| YTD | -41.1% | +24.3% | -65.4% | -50.9% |
| 1Y | -52.3% | +47.4% | -99.7% | -65.2% |
| All | +135.8% | +162.4% | -26.6% | -23.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling