+227.2%
IONQ vs DBX
+45.6%
+181.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -6.0% | +14.3% | +12.1% |
| 7D | +25.5% | -8.6% | +34.0% | +31.5% |
| 30D | -11.4% | -5.2% | -6.2% | -9.4% |
| 3M | -20.5% | -6.4% | -14.1% | -19.4% |
| 6M | -28.2% | +12.7% | -41.0% | -38.9% |
| YTD | -21.2% | +17.2% | -38.4% | -35.9% |
| 1Y | -40.4% | +5.5% | -45.9% | -47.0% |
| 3Y | +214.7% | +24.1% | +190.6% | +126.0% |
| 5Y | +56.9% | +14.2% | +42.7% | +6.3% |
| All | +227.2% | +45.6% | +181.6% | +120.6% |
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