+45.7%
IONQ vs DLR
+35.0%
+10.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.9% | -4.5% | -4.4% |
| 7D | -11.5% | +3.3% | -14.8% | -14.4% |
| 30D | -8.1% | +4.6% | -12.7% | -11.8% |
| 3M | -35.8% | -8.3% | -27.5% | -29.5% |
| 6M | -47.7% | -5.6% | -42.1% | -45.5% |
| YTD | -35.6% | +18.7% | -54.4% | -47.9% |
| 1Y | -36.4% | +17.1% | -53.5% | -47.5% |
| 3Y | +150.0% | +54.4% | +95.7% | +62.6% |
| All | +45.7% | +35.0% | +10.7% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling