+150.0%
IONQ vs DOW
-20.1%
+170.1%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.3% | -6.1% | -6.3% |
| 7D | -11.5% | +5.2% | -16.7% | -12.7% |
| 30D | -8.1% | +13.2% | -21.3% | -11.5% |
| 3M | -35.8% | +10.1% | -45.9% | -38.0% |
| 6M | -47.7% | -13.1% | -34.7% | -45.3% |
| YTD | -35.6% | +46.1% | -81.8% | -49.8% |
| 1Y | -36.4% | +50.0% | -86.4% | -51.5% |
| 3Y | +150.0% | -20.2% | +170.3% | +144.7% |
| All | +150.0% | -20.1% | +170.1% | +144.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling