+227.2%
IONQ vs DASH
+27.0%
+200.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +0.7% | +7.6% | +7.9% |
| 7D | +25.5% | -4.8% | +30.2% | +28.5% |
| 30D | -11.4% | -7.9% | -3.5% | -8.0% |
| 3M | -20.5% | -16.3% | -4.1% | -14.2% |
| 6M | -28.2% | +10.4% | -38.6% | -35.4% |
| YTD | -21.2% | -20.1% | -1.1% | -14.5% |
| 1Y | -40.4% | -11.4% | -28.9% | -38.8% |
| 3Y | +214.7% | +114.1% | +100.6% | +100.4% |
| 5Y | +56.9% | -5.8% | +62.6% | +9.0% |
| All | +227.2% | +27.0% | +200.2% | +118.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DASH.
Daily Out/Under-Performance
Portfolio return minus DASH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DASH 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 DASH 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