+227.2%
IONQ vs DFNS
-100.0%
+327.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.0% | +11.3% | +8.4% |
| 7D | +25.5% | -42.8% | +68.3% | +26.0% |
| 30D | -11.4% | -67.6% | +56.1% | -10.6% |
| 3M | -20.5% | -94.9% | +74.4% | -18.7% |
| 6M | -28.2% | -96.7% | +68.5% | -28.3% |
| YTD | -21.2% | -99.6% | +78.4% | -20.8% |
| 1Y | -40.4% | -99.7% | +59.4% | -40.0% |
| 3Y | +214.7% | -100.0% | +314.7% | +201.5% |
| 5Y | +56.9% | -100.0% | +156.8% | +63.1% |
| All | +227.2% | -100.0% | +327.2% | +248.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling