+186.8%
IONQ vs DOCS
-15.8%
+202.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.3% | -7.9% | -3.8% |
| 7D | -8.9% | +1.2% | -10.1% | -9.4% |
| 30D | -31.3% | +21.3% | -52.6% | -36.1% |
| 3M | -29.2% | +58.4% | -87.6% | -41.6% |
| 6M | -35.4% | +39.3% | -74.7% | -45.9% |
| YTD | -34.2% | -21.7% | -12.5% | -31.9% |
| 1Y | -44.7% | -47.3% | +2.7% | -33.6% |
| 3Y | +155.1% | +58.2% | +96.9% | +82.0% |
| 5Y | +79.8% | -52.3% | +132.1% | +73.5% |
| All | +186.8% | -15.8% | +202.6% | +172.9% |
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