+135.8%
IONQ vs DOCN
+182.8%
-47.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -15.9% | +5.3% | -3.7% |
| 7D | -16.7% | -29.3% | +12.6% | -3.7% |
| 30D | -38.9% | -46.0% | +7.1% | -21.2% |
| 3M | -33.8% | -43.2% | +9.4% | -17.5% |
| 6M | -44.9% | -53.7% | +8.8% | -26.2% |
| YTD | -41.1% | +46.9% | -88.0% | -58.0% |
| 1Y | -52.3% | +54.3% | -106.6% | -66.8% |
| All | +135.8% | +182.8% | -47.0% | -0.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling