+185.7%
IONQ vs DBX
+49.7%
+136.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.1% | -10.5% | -10.1% |
| 7D | +16.8% | -6.3% | +23.1% | +20.5% |
| 30D | -11.1% | -5.9% | -5.3% | -8.6% |
| 3M | -31.7% | -0.4% | -31.4% | -33.7% |
| 6M | -44.8% | +29.8% | -74.6% | -57.1% |
| YTD | -31.2% | +20.5% | -51.8% | -45.0% |
| 1Y | -39.1% | +8.7% | -47.8% | -47.0% |
| 3Y | +189.5% | +25.9% | +163.6% | +106.6% |
| 5Y | +53.2% | +24.2% | +29.0% | +1.0% |
| All | +185.7% | +49.7% | +136.0% | +89.0% |
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