+185.7%
IONQ vs DPZ
-5.7%
+191.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.4% | -10.8% | -9.9% |
| 7D | +16.8% | -2.5% | +19.2% | +17.6% |
| 30D | -11.1% | +12.5% | -23.7% | -15.8% |
| 3M | -31.7% | -5.2% | -26.5% | -31.0% |
| 6M | -44.8% | +8.8% | -53.5% | -48.6% |
| YTD | -31.2% | -18.7% | -12.6% | -26.6% |
| 1Y | -39.1% | -15.7% | -23.5% | -36.8% |
| 3Y | +189.5% | -7.5% | +197.0% | +165.4% |
| 5Y | +53.2% | -30.1% | +83.2% | +69.0% |
| All | +185.7% | -5.7% | +191.4% | +160.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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