+135.8%
IONQ vs DASH
+94.5%
+41.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -9.4% | -1.1% | -4.8% |
| 7D | -16.7% | +0.5% | -17.2% | -17.6% |
| 30D | -38.9% | -7.1% | -31.9% | -36.6% |
| 3M | -33.8% | -13.2% | -20.6% | -29.5% |
| 6M | -44.9% | +8.3% | -53.2% | -51.4% |
| YTD | -41.1% | -20.6% | -20.5% | -34.7% |
| 1Y | -52.3% | -24.4% | -27.9% | -46.5% |
| All | +135.8% | +94.5% | +41.2% | +21.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling