+227.2%
IONQ vs DOV
+81.3%
+145.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.5% | +3.9% | +3.6% |
| 7D | +25.5% | -1.4% | +26.8% | +27.9% |
| 30D | -11.4% | +12.8% | -24.2% | -22.2% |
| 3M | -20.5% | +1.1% | -21.6% | -21.4% |
| 6M | -28.2% | -2.6% | -25.6% | -27.1% |
| YTD | -21.2% | +9.9% | -31.1% | -31.4% |
| 1Y | -40.4% | +19.3% | -59.7% | -53.0% |
| 3Y | +214.7% | +68.4% | +146.3% | +76.3% |
| 5Y | +56.9% | +29.1% | +27.7% | +6.8% |
| All | +227.2% | +81.3% | +145.9% | +72.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DOV.
Daily Out/Under-Performance
Portfolio return minus DOV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOV 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 DOV 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