+191.0%
IONQ vs DFNS
-100.0%
+291.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -12.2% | +35.6% | +23.5% |
| 7D | +8.6% | -44.0% | +52.6% | +9.1% |
| 30D | -21.1% | -69.1% | +48.0% | -20.4% |
| 3M | -17.9% | -95.6% | +77.8% | -16.0% |
| 6M | -37.9% | -96.2% | +58.2% | -38.1% |
| YTD | -27.3% | -99.6% | +72.3% | -26.9% |
| 1Y | -43.2% | -99.7% | +56.5% | -42.8% |
| 3Y | +191.0% | -100.0% | +291.0% | +198.9% |
| All | +191.0% | -100.0% | +291.0% | +198.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling