+167.4%
IONQ vs DLTR
+28.3%
+139.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.3% | -4.2% | -5.8% |
| 7D | -11.5% | +5.3% | -16.8% | -12.6% |
| 30D | -8.1% | +13.4% | -21.5% | -11.9% |
| 3M | -35.8% | +6.6% | -42.4% | -37.7% |
| 6M | -47.7% | +59.1% | -106.8% | -55.7% |
| YTD | -35.6% | +12.3% | -47.9% | -39.5% |
| 1Y | -36.4% | +33.9% | -70.3% | -43.9% |
| 3Y | +150.0% | +23.0% | +127.0% | +117.4% |
| 5Y | +43.3% | +22.1% | +21.2% | +36.3% |
| All | +167.4% | +28.3% | +139.1% | +162.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 10y: compounded portfolio wealth divided by compounded DLTR 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…
10y analysis · Full analysis span regression · 6 months rolling