+167.4%
IONQ vs DAR
-4.9%
+172.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +1.1% | -7.6% | -7.0% |
| 7D | -11.5% | +11.6% | -23.0% | -16.3% |
| 30D | -8.1% | -10.2% | +2.2% | -3.6% |
| 3M | -35.8% | -14.8% | -21.0% | -31.6% |
| 6M | -47.7% | -10.1% | -37.7% | -46.4% |
| YTD | -35.6% | +55.5% | -91.2% | -51.8% |
| 1Y | -36.4% | +61.7% | -98.1% | -53.4% |
| 3Y | +150.0% | +37.2% | +112.9% | +90.5% |
| 5Y | +43.3% | -26.9% | +70.3% | +49.8% |
| All | +167.4% | -4.9% | +172.3% | +162.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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