-36.8%
IONQ vs DLR
+9.9%
-46.7%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.4% |
| 7D | +16.7% | +0.3% | +16.3% | +16.7% |
| 30D | -12.3% | +1.2% | -13.5% | -12.6% |
| 3M | -17.7% | -4.8% | -12.9% | -14.2% |
| 6M | -28.9% | -6.1% | -22.8% | -23.5% |
| YTD | -22.0% | +19.3% | -41.3% | -38.5% |
| 1Y | -36.8% | +10.0% | -46.8% | -38.5% |
| All | -36.8% | +9.9% | -46.7% | -38.5% |
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 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