+150.0%
IONQ vs DBX
+26.6%
+123.5%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.1% | -6.5% | -6.4% |
| 7D | -11.5% | -3.3% | -8.2% | -10.6% |
| 30D | -8.1% | -5.9% | -2.2% | -6.4% |
| 3M | -35.8% | -6.7% | -29.1% | -34.9% |
| 6M | -47.7% | +28.0% | -75.7% | -55.9% |
| YTD | -35.6% | +20.6% | -56.2% | -45.1% |
| 1Y | -36.4% | +10.3% | -46.7% | -42.3% |
| 3Y | +150.0% | +24.0% | +126.0% | +81.4% |
| All | +150.0% | +26.6% | +123.5% | +81.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling