+274.7%
IONQ vs DHR
+5.6%
+269.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +3.2% |
| 7D | +7.1% | -0.8% | +7.9% | +7.6% |
| 30D | -8.9% | +0.2% | -9.1% | -9.3% |
| 3M | -35.6% | +12.1% | -47.6% | -42.2% |
| 6M | +13.3% | +5.4% | +7.8% | +6.0% |
| YTD | -9.8% | -10.0% | +0.2% | -5.7% |
| 1Y | -1.3% | +4.1% | -5.4% | -9.5% |
| 3Y | +109.3% | -5.2% | +114.4% | +97.9% |
| 5Y | +304.7% | -28.2% | +332.9% | +338.5% |
| All | +274.7% | +5.6% | +269.1% | +235.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DHR.
Daily Out/Under-Performance
Portfolio return minus DHR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHR 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 10y: compounded portfolio wealth divided by compounded DHR 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…
10y analysis · Full analysis span regression · 6 months rolling