+108.3%
IONQ vs DFNS
-99.9%
+208.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.3% |
| 7D | +0.8% | -16.0% | +16.8% | +0.9% |
| 30D | -1.0% | -77.7% | +76.7% | 0.0% |
| 3M | -39.8% | -77.2% | +37.4% | -40.7% |
| 6M | +6.4% | -95.2% | +101.6% | +5.4% |
| YTD | -11.9% | -98.0% | +86.0% | -12.6% |
| 1Y | -6.2% | -98.3% | +92.1% | -6.7% |
| All | +108.3% | -99.9% | +208.2% | +92.3% |
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