+202.0%
IONQ vs DLR
+51.0%
+151.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.3% | +23.7% | +23.7% |
| 7D | +8.6% | -3.6% | +12.2% | +12.9% |
| 30D | -21.1% | -3.5% | -17.6% | -17.8% |
| 3M | -17.9% | -8.9% | -9.0% | -9.8% |
| 6M | -37.9% | -11.6% | -26.4% | -30.9% |
| YTD | -27.3% | +14.9% | -42.2% | -37.8% |
| 1Y | -43.2% | +6.4% | -49.6% | -47.1% |
| 3Y | +191.0% | +47.3% | +143.7% | +111.1% |
| 5Y | +69.3% | +32.8% | +36.5% | +28.5% |
| All | +202.0% | +51.0% | +151.1% | +122.2% |
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 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