+53.2%
IONQ vs DFNS
-100.0%
+153.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DFNS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -19.4% | +10.0% | -9.2% |
| 7D | +16.8% | -12.7% | +29.4% | +16.8% |
| 30D | -11.1% | -65.2% | +54.1% | -10.4% |
| 3M | -31.7% | -94.6% | +62.8% | -30.3% |
| 6M | -44.8% | -96.2% | +51.5% | -44.9% |
| YTD | -31.2% | -99.6% | +68.4% | -30.9% |
| 1Y | -39.1% | -99.7% | +60.5% | -38.8% |
| 3Y | +189.5% | -100.0% | +289.5% | +179.6% |
| 5Y | +53.2% | -100.0% | +153.1% | +90.9% |
| All | +53.2% | -100.0% | +153.1% | +90.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling