+150.0%
IONQ vs DE
+88.0%
+62.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.8% | -5.6% | -6.0% |
| 7D | -11.5% | +0.3% | -11.7% | -11.4% |
| 30D | -8.1% | +3.6% | -11.6% | -9.3% |
| 3M | -35.8% | +10.2% | -46.0% | -39.2% |
| 6M | -47.7% | +16.6% | -64.3% | -52.4% |
| YTD | -35.6% | +45.8% | -81.5% | -51.5% |
| 1Y | -36.4% | +43.9% | -80.3% | -51.9% |
| 3Y | +150.0% | +89.6% | +60.4% | +41.5% |
| All | +150.0% | +88.0% | +62.0% | +41.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling