+150.0%
IONQ vs DD
+88.8%
+61.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.6% | -5.8% | -5.9% |
| 7D | -11.5% | +5.0% | -16.4% | -15.1% |
| 30D | -8.1% | +19.7% | -27.8% | -21.1% |
| 3M | -35.8% | +7.2% | -43.0% | -39.2% |
| 6M | -47.7% | +1.0% | -48.8% | -47.9% |
| YTD | -35.6% | +29.1% | -64.7% | -49.0% |
| 1Y | -36.4% | +28.5% | -64.9% | -49.4% |
| 3Y | +150.0% | +89.4% | +60.6% | +0.9% |
| All | +150.0% | +88.8% | +61.3% | +0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling