+150.0%
IONQ vs DGX
+106.7%
+43.3%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | 0.0% | -6.4% | -6.4% |
| 7D | -11.5% | +1.6% | -13.0% | -11.5% |
| 30D | -8.1% | +11.2% | -19.3% | -8.3% |
| 3M | -35.8% | +10.4% | -46.2% | -35.9% |
| 6M | -47.7% | +37.1% | -84.8% | -48.2% |
| YTD | -35.6% | +52.1% | -87.8% | -37.1% |
| 1Y | -36.4% | +40.7% | -77.1% | -37.1% |
| 3Y | +150.0% | +107.6% | +42.5% | +100.5% |
| All | +150.0% | +106.7% | +43.3% | +100.5% |
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