-44.7%
IONQ vs DLR
+11.0%
-55.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.6% | -4.1% | -3.6% |
| 7D | -8.9% | +2.8% | -11.8% | -11.0% |
| 30D | -31.3% | +2.8% | -34.0% | -32.6% |
| 3M | -29.2% | -4.0% | -25.2% | -27.0% |
| 6M | -35.4% | -5.6% | -29.8% | -30.3% |
| YTD | -34.2% | +21.9% | -56.1% | -49.3% |
| 1Y | -44.7% | +13.0% | -57.7% | -47.6% |
| All | -44.7% | +11.0% | -55.6% | -47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 1y: compounded portfolio wealth divided by compounded DLR 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…
1y analysis · Full analysis span regression · 6 months rolling