+191.0%
IONQ vs DAR
+11.9%
+179.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.0% | +24.4% | +23.8% |
| 7D | +8.6% | -9.9% | +18.5% | +13.3% |
| 30D | -21.1% | -16.4% | -4.7% | -15.6% |
| 3M | -17.9% | -17.1% | -0.8% | -12.8% |
| 6M | -37.9% | -20.5% | -17.5% | -33.1% |
| YTD | -27.3% | +39.4% | -66.7% | -42.2% |
| 1Y | -43.2% | +57.2% | -100.4% | -57.8% |
| 3Y | +191.0% | +13.9% | +177.1% | +141.6% |
| All | +191.0% | +11.9% | +179.1% | +141.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling