+144.7%
IONQ vs DOC
-8.4%
+153.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -0.2% | -10.3% | -10.4% |
| 7D | -16.7% | +6.2% | -22.9% | -20.3% |
| 30D | -38.9% | +6.5% | -45.4% | -41.9% |
| 3M | -33.8% | -6.2% | -27.6% | -31.1% |
| 6M | -44.9% | +25.6% | -70.5% | -55.0% |
| YTD | -41.1% | +32.1% | -73.2% | -53.6% |
| 1Y | -52.3% | +20.3% | -72.6% | -59.8% |
| 3Y | +128.2% | +42.7% | +85.5% | +67.4% |
| 5Y | +37.2% | -22.2% | +59.3% | +46.4% |
| All | +144.7% | -8.4% | +153.2% | +152.0% |
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