+163.5%
IONQ vs DOCN
+236.1%
-72.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.2% | +5.7% | +1.5% |
| 7D | -8.9% | -20.0% | +11.1% | -0.1% |
| 30D | -31.3% | -38.8% | +7.5% | -15.9% |
| 3M | -29.2% | -34.8% | +5.6% | -16.8% |
| 6M | -35.4% | -22.8% | -12.6% | -31.9% |
| YTD | -34.2% | +74.6% | -108.8% | -56.3% |
| 1Y | -44.7% | +116.4% | -161.1% | -67.6% |
| All | +163.5% | +236.1% | -72.6% | +2.9% |
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