+202.0%
IONQ vs DBX
+54.9%
+147.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DBX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.1% | +26.5% | +25.4% |
| 7D | +8.6% | -4.4% | +13.0% | +11.3% |
| 30D | -21.1% | +4.8% | -25.9% | -24.1% |
| 3M | -17.9% | +0.3% | -18.2% | -20.0% |
| 6M | -37.9% | +40.4% | -78.3% | -55.5% |
| YTD | -27.3% | +24.7% | -52.0% | -42.8% |
| 1Y | -43.2% | +20.9% | -64.1% | -54.2% |
| 3Y | +191.0% | +34.5% | +156.5% | +98.5% |
| 5Y | +69.3% | +24.6% | +44.6% | +10.8% |
| All | +202.0% | +54.9% | +147.2% | +96.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling