+215.4%
IONQ vs DAR
-8.0%
+223.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +5.1% | -7.7% | -5.1% |
| 7D | +15.3% | +3.6% | +11.7% | +13.3% |
| 30D | -6.1% | -11.3% | +5.2% | -0.9% |
| 3M | -21.6% | -13.1% | -8.5% | -17.2% |
| 6M | -40.1% | -15.1% | -25.0% | -36.7% |
| YTD | -24.1% | +50.5% | -74.6% | -42.2% |
| 1Y | -37.4% | +57.9% | -95.3% | -53.6% |
| 3Y | +219.5% | +28.9% | +190.6% | +151.4% |
| 5Y | +76.9% | -31.4% | +108.4% | +89.8% |
| All | +215.4% | -8.0% | +223.3% | +214.9% |
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