+278.7%
IONQ vs DGX
+64.0%
+214.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | 0.0% | -5.7% | -5.8% |
| 7D | +1.3% | -2.2% | +3.5% | +1.9% |
| 30D | -10.3% | -0.9% | -9.4% | -10.1% |
| 3M | -32.7% | +15.6% | -48.3% | -35.2% |
| 6M | +6.3% | +17.8% | -11.5% | +1.6% |
| YTD | -15.0% | +37.5% | -52.5% | -23.1% |
| 1Y | -13.3% | +31.2% | -44.5% | -20.9% |
| 3Y | +97.2% | +96.6% | +0.6% | +45.2% |
| 5Y | +278.7% | +64.9% | +213.8% | +226.2% |
| All | +278.7% | +64.0% | +214.8% | +226.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling