-44.7%
IONQ vs DFNS
-99.6%
+55.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -18.3% | +16.8% | -0.5% |
| 7D | -8.9% | -27.7% | +18.8% | -7.4% |
| 30D | -31.3% | -58.0% | +26.7% | -28.3% |
| 3M | -29.2% | -94.0% | +64.8% | -19.5% |
| 6M | -35.4% | -94.6% | +59.2% | -15.2% |
| YTD | -34.2% | -99.4% | +65.3% | +38.4% |
| 1Y | -44.7% | -99.6% | +55.0% | +30.9% |
| All | -44.7% | -99.6% | +55.0% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DFNS.
Daily Out/Under-Performance
Portfolio return minus DFNS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DFNS 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 1y: compounded portfolio wealth divided by compounded DFNS 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…
1y analysis · Full analysis span regression · 6 months rolling