+227.2%
IONQ vs DLR
+56.1%
+171.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.4% | +5.0% | +5.1% |
| 7D | +25.5% | +2.4% | +23.1% | +23.2% |
| 30D | -11.4% | +0.7% | -12.2% | -11.4% |
| 3M | -20.5% | -6.4% | -14.0% | -14.8% |
| 6M | -28.2% | -6.5% | -21.7% | -24.4% |
| YTD | -21.2% | +18.8% | -40.0% | -34.6% |
| 1Y | -40.4% | +9.0% | -49.4% | -45.7% |
| 3Y | +214.7% | +54.5% | +160.2% | +118.8% |
| 5Y | +56.9% | +35.8% | +21.0% | +15.4% |
| All | +227.2% | +56.1% | +171.1% | +133.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling