+191.0%
IONQ vs DASH
+94.3%
+96.7%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.1% | +23.6% | +23.5% |
| 7D | +8.6% | +0.4% | +8.2% | +7.4% |
| 30D | -21.1% | -6.0% | -15.0% | -18.7% |
| 3M | -17.9% | -15.8% | -2.1% | -10.8% |
| 6M | -37.9% | +7.0% | -44.9% | -44.8% |
| YTD | -27.3% | -20.7% | -6.6% | -19.3% |
| 1Y | -43.2% | -8.5% | -34.7% | -43.0% |
| 3Y | +191.0% | +101.8% | +89.2% | +50.3% |
| All | +191.0% | +94.3% | +96.7% | +50.3% |
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