+274.7%
IONQ vs DG
-33.6%
+308.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.0% | +6.4% | +2.9% |
| 7D | +7.1% | -2.5% | +9.6% | +7.5% |
| 30D | -8.9% | +1.0% | -9.9% | -9.1% |
| 3M | -35.6% | +20.3% | -55.9% | -37.5% |
| 6M | +13.3% | -11.7% | +25.0% | +14.6% |
| YTD | -9.8% | -2.3% | -7.5% | -10.0% |
| 1Y | -1.3% | +20.0% | -21.3% | -4.3% |
| 3Y | +109.3% | +7.2% | +102.0% | +101.5% |
| 5Y | +304.7% | -37.9% | +342.6% | +369.5% |
| All | +274.7% | -33.6% | +308.3% | +326.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling