+265.9%
IONQ vs DLR
+62.2%
+203.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.0% |
| 7D | +0.8% | +1.6% | -0.8% | -0.6% |
| 30D | -1.0% | -3.4% | +2.3% | +2.4% |
| 3M | -39.8% | +0.5% | -40.3% | -41.3% |
| 6M | +6.4% | +4.6% | +1.9% | +1.0% |
| YTD | -11.9% | +23.4% | -35.3% | -29.8% |
| 1Y | -6.2% | +19.0% | -25.2% | -21.9% |
| 3Y | +125.7% | +56.5% | +69.2% | +53.2% |
| 5Y | +296.0% | +33.3% | +262.7% | +182.4% |
| All | +265.9% | +62.2% | +203.8% | +150.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling