+56.9%
IONQ vs DHR
-10.0%
+66.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.1% | +6.2% | +6.8% |
| 7D | +25.5% | +3.1% | +22.3% | +23.4% |
| 30D | -11.4% | +7.0% | -18.4% | -14.9% |
| 3M | -20.5% | +15.0% | -35.5% | -27.8% |
| 6M | -28.2% | +37.9% | -66.1% | -45.3% |
| YTD | -21.2% | +3.3% | -24.6% | -24.6% |
| 1Y | -40.4% | +12.8% | -53.2% | -47.3% |
| 3Y | +214.7% | +22.4% | +192.3% | +133.4% |
| 5Y | +56.9% | -9.1% | +65.9% | +38.7% |
| All | +56.9% | -10.0% | +66.8% | +38.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling