+304.7%
IONQ vs DLTR
+34.4%
+270.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.6% | +8.0% | +4.2% |
| 7D | +7.1% | -5.8% | +12.9% | +9.1% |
| 30D | -8.9% | -5.2% | -3.7% | -7.7% |
| 3M | -35.6% | +15.2% | -50.7% | -39.3% |
| 6M | +13.3% | +7.1% | +6.1% | +8.6% |
| YTD | -9.8% | +0.8% | -10.6% | -12.1% |
| 1Y | -1.3% | +24.8% | -26.1% | -12.0% |
| 3Y | +109.3% | +6.9% | +102.3% | +90.8% |
| 5Y | +304.7% | +33.2% | +271.5% | +306.0% |
| All | +304.7% | +34.4% | +270.3% | +306.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling