-36.2%
IONQ vs DLR
+9.4%
-45.6%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.4% | +5.0% | +5.3% |
| 7D | +25.5% | +2.4% | +23.1% | +23.6% |
| 30D | -11.4% | +0.7% | -12.2% | -11.3% |
| 3M | -20.5% | -6.4% | -14.0% | -15.9% |
| 6M | -28.2% | -6.5% | -21.7% | -22.4% |
| YTD | -21.2% | +18.8% | -40.0% | -37.7% |
| All | -36.2% | +9.4% | -45.6% | -37.6% |
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