+215.4%
IONQ vs DFNS
-100.0%
+315.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +12.7% | -15.4% | -2.8% |
| 7D | +15.3% | -13.0% | +28.3% | +15.4% |
| 30D | -6.1% | -56.9% | +50.8% | -5.5% |
| 3M | -21.6% | -93.2% | +71.6% | -20.1% |
| 6M | -40.1% | -95.4% | +55.3% | -40.3% |
| YTD | -24.1% | -99.5% | +75.4% | -23.8% |
| 1Y | -37.4% | -99.6% | +62.2% | -37.2% |
| 3Y | +219.5% | -100.0% | +319.5% | +205.8% |
| 5Y | +76.9% | -100.0% | +176.9% | +83.6% |
| All | +215.4% | -100.0% | +315.3% | +235.2% |
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