+283.7%
IONQ vs DOCS
-36.0%
+319.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOCS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.8% | +4.0% | +2.3% |
| 7D | +0.8% | -1.4% | +2.2% | +1.3% |
| 30D | -1.0% | +21.8% | -22.8% | -9.6% |
| 3M | -39.8% | +27.3% | -67.1% | -46.3% |
| 6M | +6.4% | -0.3% | +6.8% | +1.7% |
| YTD | -11.9% | -40.5% | +28.6% | +1.3% |
| 1Y | -6.2% | -61.5% | +55.4% | +27.7% |
| 3Y | +125.7% | +8.2% | +117.5% | +87.1% |
| 5Y | +296.0% | -73.4% | +369.4% | +325.2% |
| All | +283.7% | -36.0% | +319.7% | +305.7% |
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