-35.4%
IONQ vs DOCN
-20.0%
-15.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | DOCN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -7.2% | +5.7% | +1.2% |
| 7D | -8.9% | -20.0% | +11.1% | -1.1% |
| 30D | -31.3% | -38.8% | +7.5% | -17.9% |
| 3M | -29.2% | -34.8% | +5.6% | -18.3% |
| 6M | -35.4% | -22.8% | -12.6% | -25.6% |
| All | -35.4% | -20.0% | -15.5% | -25.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling