+294.8%
IONQ vs DASH
+8.6%
+286.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DASH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -4.6% | +5.9% | +4.3% |
| 7D | +0.8% | -10.6% | +11.4% | +8.1% |
| 30D | -1.0% | +2.2% | -3.2% | -3.2% |
| 3M | -39.8% | +32.3% | -72.1% | -51.2% |
| 6M | +6.4% | +19.1% | -12.7% | -8.4% |
| YTD | -11.9% | -6.5% | -5.4% | -11.0% |
| 1Y | -6.2% | -14.9% | +8.7% | -0.6% |
| 3Y | +125.7% | +151.9% | -26.2% | +17.1% |
| All | +294.8% | +8.6% | +286.2% | +106.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling