+52.8%
IONQ vs DG
-34.7%
+87.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.1% | +26.5% | +23.8% |
| 7D | +8.6% | +1.1% | +7.5% | +8.3% |
| 30D | -21.1% | +9.5% | -30.6% | -22.3% |
| 3M | -17.9% | +5.5% | -23.3% | -18.7% |
| 6M | -37.9% | +16.1% | -54.0% | -39.7% |
| YTD | -27.3% | +2.7% | -30.0% | -28.1% |
| 1Y | -43.2% | +42.1% | -85.3% | -45.9% |
| 3Y | +191.0% | +19.3% | +171.7% | +173.4% |
| All | +52.8% | -34.7% | +87.5% | +81.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling