+202.0%
IONQ vs DG
-30.2%
+232.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -3.1% | +26.5% | +23.8% |
| 7D | +8.6% | +1.1% | +7.5% | +8.2% |
| 30D | -21.1% | +9.5% | -30.6% | -22.3% |
| 3M | -17.9% | +5.5% | -23.3% | -18.8% |
| 6M | -37.9% | +16.1% | -54.0% | -39.8% |
| YTD | -27.3% | +2.7% | -30.0% | -28.1% |
| 1Y | -43.2% | +42.1% | -85.3% | -46.1% |
| 3Y | +191.0% | +19.3% | +171.7% | +172.8% |
| 5Y | +69.3% | -35.3% | +104.6% | +96.7% |
| All | +202.0% | -30.2% | +232.2% | +240.1% |
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 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