+202.0%
IONQ vs DD
+81.5%
+120.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.1% | +22.3% | +22.6% |
| 7D | +8.6% | +4.6% | +4.0% | +5.2% |
| 30D | -21.1% | +11.8% | -32.9% | -27.2% |
| 3M | -17.9% | +2.2% | -20.0% | -18.9% |
| 6M | -37.9% | -1.6% | -36.3% | -36.6% |
| YTD | -27.3% | +23.0% | -50.3% | -38.1% |
| 1Y | -43.2% | +26.9% | -70.1% | -52.8% |
| 3Y | +191.0% | +77.9% | +113.1% | +85.9% |
| 5Y | +69.3% | +59.9% | +9.4% | +7.1% |
| All | +202.0% | +81.5% | +120.5% | +82.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling