+156.6%
IONQ vs DOCS
-19.4%
+176.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.3% | -6.2% | -9.0% |
| 7D | -16.7% | -1.3% | -15.3% | -16.3% |
| 30D | -38.9% | +19.4% | -58.3% | -42.8% |
| 3M | -33.8% | +53.4% | -87.2% | -44.7% |
| 6M | -44.9% | +28.8% | -73.7% | -52.4% |
| YTD | -41.1% | -25.1% | -16.0% | -38.0% |
| 1Y | -52.3% | -48.1% | -4.2% | -42.4% |
| 3Y | +128.2% | +51.4% | +76.9% | +65.7% |
| 5Y | +37.2% | -51.1% | +88.3% | +34.6% |
| All | +156.6% | -19.4% | +176.0% | +148.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOCS.
Daily Out/Under-Performance
Portfolio return minus DOCS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOCS 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 DOCS 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