+227.2%
IONQ vs DLTR
+27.5%
+199.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.6% | +3.7% | +7.1% |
| 7D | +25.5% | -1.0% | +26.4% | +25.4% |
| 30D | -11.4% | +15.7% | -27.1% | -15.7% |
| 3M | -20.5% | +4.8% | -25.3% | -22.5% |
| 6M | -28.2% | +45.6% | -73.8% | -37.6% |
| YTD | -21.2% | +11.6% | -32.8% | -25.9% |
| 1Y | -40.4% | +29.8% | -70.2% | -46.8% |
| 3Y | +214.7% | +20.8% | +193.9% | +175.1% |
| 5Y | +56.9% | +23.5% | +33.4% | +49.4% |
| All | +227.2% | +27.5% | +199.7% | +222.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling