+210.1%
IONQ vs DOCN
+74.7%
+135.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.5% | +20.9% | +22.1% |
| 7D | +8.6% | -19.2% | +27.7% | +20.9% |
| 30D | -21.1% | -43.1% | +22.0% | +4.3% |
| 3M | -17.9% | -40.7% | +22.8% | +4.3% |
| 6M | -37.9% | -55.0% | +17.0% | -11.1% |
| YTD | -27.3% | +50.6% | -77.9% | -52.0% |
| 1Y | -43.2% | +54.0% | -97.2% | -62.9% |
| 3Y | +191.0% | +203.9% | -12.9% | +15.0% |
| 5Y | +69.3% | -29.4% | +98.6% | +33.9% |
| All | +210.1% | +74.7% | +135.4% | +148.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCN.
Daily Out/Under-Performance
Portfolio return minus DOCN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCN 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 DOCN 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