+224.0%
IONQ vs DHR
+21.7%
+202.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.3% |
| 7D | +16.7% | +2.6% | +14.1% | +15.2% |
| 30D | -12.3% | +7.4% | -19.7% | -15.7% |
| 3M | -17.7% | +13.0% | -30.7% | -23.8% |
| 6M | -28.9% | +38.5% | -67.4% | -44.7% |
| YTD | -22.0% | +3.8% | -25.8% | -25.3% |
| 1Y | -36.8% | +12.6% | -49.4% | -43.4% |
| 3Y | +228.2% | +22.0% | +206.3% | +157.8% |
| 5Y | +91.9% | -9.5% | +101.5% | +87.2% |
| All | +224.0% | +21.7% | +202.3% | +165.9% |
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