-36.2%
IONQ vs DG
+40.4%
-76.5%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.2% | +6.1% | +8.0% |
| 7D | +25.5% | +0.7% | +24.8% | +25.1% |
| 30D | -11.4% | +7.4% | -18.8% | -13.3% |
| 3M | -20.5% | +8.5% | -29.0% | -22.5% |
| 6M | -28.2% | +21.9% | -50.1% | -33.9% |
| YTD | -21.2% | +4.9% | -26.2% | -23.2% |
| All | -36.2% | +40.4% | -76.5% | -45.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling