+109.3%
IONQ vs DGX
+96.8%
+12.4%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.7% | +3.1% | +2.4% |
| 7D | +7.1% | -0.3% | +7.4% | +7.1% |
| 30D | -8.9% | -1.2% | -7.7% | -8.9% |
| 3M | -35.6% | +19.9% | -55.5% | -35.3% |
| 6M | +13.3% | +19.2% | -5.9% | +13.8% |
| YTD | -9.8% | +37.5% | -47.3% | -10.2% |
| 1Y | -1.3% | +31.3% | -32.6% | -1.6% |
| 3Y | +109.3% | +96.6% | +12.6% | +118.1% |
| All | +109.3% | +96.8% | +12.4% | +118.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling