+253.1%
IONQ vs DBX
+54.6%
+198.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +2.3% | -8.1% | -7.3% |
| 7D | +1.3% | +0.3% | +1.1% | +0.9% |
| 30D | -10.3% | 0.0% | -10.3% | -11.1% |
| 3M | -32.7% | +26.1% | -58.8% | -44.3% |
| 6M | +6.3% | +29.4% | -23.0% | -17.3% |
| YTD | -15.0% | +24.4% | -39.4% | -31.9% |
| 1Y | -13.3% | +10.9% | -24.2% | -24.1% |
| 3Y | +97.2% | +24.1% | +73.1% | +47.0% |
| 5Y | +278.7% | +7.8% | +271.0% | +151.7% |
| All | +253.1% | +54.6% | +198.6% | +134.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DBX.
Daily Out/Under-Performance
Portfolio return minus DBX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DBX 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 DBX 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