-44.7%
IONQ vs DGX
+45.0%
-89.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.5% | -5.0% | -0.7% |
| 7D | -8.9% | +4.1% | -13.0% | -8.0% |
| 30D | -31.3% | +10.5% | -41.8% | -29.5% |
| 3M | -29.2% | +9.8% | -39.0% | -27.4% |
| 6M | -35.4% | +34.6% | -70.0% | -28.8% |
| YTD | -34.2% | +49.8% | -84.0% | -22.9% |
| 1Y | -44.7% | +46.0% | -90.7% | -36.8% |
| All | -44.7% | +45.0% | -89.6% | -36.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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