+227.2%
IONQ vs DD
+92.2%
+135.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +5.9% | +2.5% | +3.7% |
| 7D | +25.5% | +9.8% | +15.7% | +17.2% |
| 30D | -11.4% | +19.3% | -30.7% | -22.2% |
| 3M | -20.5% | +9.4% | -29.8% | -25.3% |
| 6M | -28.2% | +4.8% | -33.0% | -30.3% |
| YTD | -21.2% | +30.2% | -51.5% | -35.7% |
| 1Y | -40.4% | +32.2% | -72.6% | -51.9% |
| 3Y | +214.7% | +93.1% | +121.6% | +89.4% |
| 5Y | +56.9% | +68.0% | -11.1% | -4.9% |
| All | +227.2% | +92.2% | +135.0% | +89.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 DD 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