+224.0%
IONQ vs DAR
-12.4%
+236.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.8% | -0.1% |
| 7D | +16.7% | -3.8% | +20.5% | +19.1% |
| 30D | -12.3% | -14.4% | +2.1% | -5.7% |
| 3M | -17.7% | -17.9% | +0.2% | -10.6% |
| 6M | -28.9% | -18.3% | -10.6% | -23.3% |
| YTD | -22.0% | +43.2% | -65.3% | -39.1% |
| 1Y | -36.8% | +57.7% | -94.5% | -53.3% |
| 3Y | +228.2% | +22.7% | +205.5% | +165.0% |
| 5Y | +91.9% | -34.0% | +126.0% | +110.6% |
| All | +224.0% | -12.4% | +236.4% | +231.9% |
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