+253.1%
IONQ vs DE
+167.4%
+85.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.5% | -5.2% | -5.5% |
| 7D | +1.3% | -3.0% | +4.4% | +2.9% |
| 30D | -10.3% | +11.1% | -21.5% | -15.6% |
| 3M | -32.7% | +17.6% | -50.3% | -38.9% |
| 6M | +6.3% | +13.6% | -7.3% | -2.2% |
| YTD | -15.0% | +46.3% | -61.3% | -33.5% |
| 1Y | -13.3% | +44.2% | -57.5% | -32.1% |
| 3Y | +97.2% | +76.6% | +20.6% | +36.8% |
| 5Y | +278.7% | +98.2% | +180.5% | +139.9% |
| All | +253.1% | +167.4% | +85.7% | +101.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 DE 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