+265.9%
IONQ vs DLTR
+22.1%
+243.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.3% | +1.0% | +1.2% |
| 7D | +0.8% | +2.5% | -1.6% | 0.0% |
| 30D | -1.0% | +2.1% | -3.1% | -1.9% |
| 3M | -39.8% | +20.3% | -60.1% | -43.7% |
| 6M | +6.4% | +11.5% | -5.1% | +1.3% |
| YTD | -11.9% | +6.8% | -18.8% | -15.3% |
| 1Y | -6.2% | +31.1% | -37.2% | -16.6% |
| 3Y | +125.7% | +10.7% | +115.0% | +105.0% |
| 5Y | +296.0% | +41.6% | +254.4% | +288.5% |
| All | +265.9% | +22.1% | +243.8% | +268.0% |
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 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