+173.5%
IONQ vs DOC
-8.2%
+181.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.1% | -4.6% | -3.7% |
| 7D | -8.9% | +8.7% | -17.6% | -14.3% |
| 30D | -31.3% | +7.6% | -38.9% | -35.1% |
| 3M | -29.2% | -5.3% | -23.9% | -26.9% |
| 6M | -35.4% | +27.6% | -63.0% | -47.9% |
| YTD | -34.2% | +32.4% | -66.6% | -48.3% |
| 1Y | -44.7% | +22.9% | -67.5% | -54.1% |
| 3Y | +155.1% | +43.1% | +112.0% | +86.8% |
| 5Y | +79.8% | -21.4% | +101.2% | +91.4% |
| All | +173.5% | -8.2% | +181.7% | +181.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 DOC 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