+215.4%
IONQ vs DIS
-32.3%
+247.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.4% | -3.0% | -3.0% |
| 7D | +15.3% | +0.6% | +14.7% | +14.8% |
| 30D | -6.1% | +10.3% | -16.4% | -14.7% |
| 3M | -21.6% | +15.6% | -37.2% | -32.9% |
| 6M | -40.1% | +15.1% | -55.3% | -49.3% |
| YTD | -24.1% | +6.0% | -30.1% | -30.5% |
| 1Y | -37.4% | +5.7% | -43.1% | -42.5% |
| 3Y | +219.5% | +39.8% | +179.7% | +120.6% |
| 5Y | +76.9% | -23.9% | +100.8% | +88.1% |
| All | +215.4% | -32.3% | +247.7% | +230.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DIS.
Daily Out/Under-Performance
Portfolio return minus DIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DIS 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 DIS 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