+108.3%
IONQ vs DG
+9.1%
+99.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.2% |
| 7D | +0.8% | +8.4% | -7.6% | +0.3% |
| 30D | -1.0% | +4.9% | -6.0% | -1.4% |
| 3M | -39.8% | +29.3% | -69.1% | -41.1% |
| 6M | +6.4% | -11.3% | +17.7% | +6.6% |
| YTD | -11.9% | +1.8% | -13.7% | -12.3% |
| 1Y | -6.2% | +25.3% | -31.5% | -7.2% |
| All | +108.3% | +9.1% | +99.2% | +141.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling