+265.9%
IONQ vs DG
-30.8%
+296.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.5% | -0.2% | +1.1% |
| 7D | +0.8% | +8.4% | -7.6% | -0.3% |
| 30D | -1.0% | +4.9% | -6.0% | -1.7% |
| 3M | -39.8% | +29.3% | -69.1% | -42.2% |
| 6M | +6.4% | -11.3% | +17.7% | +7.6% |
| YTD | -11.9% | +1.8% | -13.7% | -12.5% |
| 1Y | -6.2% | +25.3% | -31.5% | -9.5% |
| 3Y | +125.7% | +9.1% | +116.6% | +117.7% |
| 5Y | +296.0% | -34.9% | +330.9% | +356.3% |
| All | +265.9% | -30.8% | +296.7% | +313.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling