+265.9%
IONQ vs DD
+63.0%
+202.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +0.9% | +1.0% |
| 7D | +0.8% | -3.5% | +4.3% | +3.6% |
| 30D | -1.0% | -10.3% | +9.3% | +7.6% |
| 3M | -39.8% | -7.5% | -32.3% | -36.0% |
| 6M | +6.4% | -8.0% | +14.4% | +13.7% |
| YTD | -11.9% | +10.5% | -22.4% | -18.8% |
| 1Y | -6.2% | +38.3% | -44.4% | -28.4% |
| 3Y | +125.7% | +42.5% | +83.2% | +67.5% |
| 5Y | +296.0% | +60.2% | +235.8% | +168.9% |
| All | +265.9% | +63.0% | +202.9% | +139.2% |
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