-1.3%
IONQ vs DOW
+27.5%
-28.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.4% | +2.0% | +2.4% |
| 7D | +7.1% | -2.9% | +10.0% | +7.1% |
| 30D | -8.9% | +2.0% | -10.9% | -9.0% |
| 3M | -35.6% | -12.5% | -23.0% | -34.3% |
| 6M | +13.3% | -9.2% | +22.5% | +10.9% |
| YTD | -9.8% | +30.8% | -40.6% | -22.3% |
| 1Y | -1.3% | +29.4% | -30.7% | -16.4% |
| All | -1.3% | +27.5% | -28.8% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded DOW 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling