-36.8%
IONQ vs DFNS
-99.7%
+62.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +12.8% | -13.8% | -1.7% |
| 7D | +16.7% | -37.0% | +53.6% | +19.3% |
| 30D | -12.3% | -63.4% | +51.1% | -7.9% |
| 3M | -17.7% | -94.1% | +76.3% | -6.2% |
| 6M | -28.9% | -96.3% | +67.4% | -0.2% |
| YTD | -22.0% | -99.6% | +77.5% | +76.8% |
| 1Y | -36.8% | -99.7% | +62.9% | +61.4% |
| All | -36.8% | -99.7% | +62.9% | +61.4% |
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