+167.4%
IONQ vs DIS
-32.7%
+200.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.6% | -7.0% | -7.0% |
| 7D | -11.5% | +1.9% | -13.4% | -12.9% |
| 30D | -8.1% | +9.2% | -17.2% | -15.6% |
| 3M | -35.8% | +13.5% | -49.3% | -44.1% |
| 6M | -47.7% | +14.3% | -62.0% | -55.4% |
| YTD | -35.6% | +5.4% | -41.0% | -40.7% |
| 1Y | -36.4% | +12.2% | -48.5% | -45.1% |
| 3Y | +150.0% | +37.2% | +112.9% | +75.9% |
| 5Y | +43.3% | -23.1% | +66.5% | +53.4% |
| All | +167.4% | -32.7% | +200.1% | +181.7% |
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