+214.7%
IONQ vs DLTR
+18.8%
+195.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.6% | +3.7% | +7.4% |
| 7D | +25.5% | -1.0% | +26.4% | +25.5% |
| 30D | -11.4% | +15.7% | -27.1% | -14.7% |
| 3M | -20.5% | +4.8% | -25.3% | -21.9% |
| 6M | -28.2% | +45.6% | -73.8% | -36.0% |
| YTD | -21.2% | +11.6% | -32.8% | -25.0% |
| 1Y | -40.4% | +29.8% | -70.2% | -45.8% |
| 3Y | +214.7% | +20.8% | +193.9% | +148.1% |
| All | +214.7% | +18.8% | +195.9% | +148.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling