+167.4%
IONQ vs DPZ
-3.3%
+170.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +2.5% | -9.0% | -7.4% |
| 7D | -11.5% | +2.2% | -13.7% | -12.3% |
| 30D | -8.1% | +15.5% | -23.6% | -13.8% |
| 3M | -35.8% | -2.0% | -33.8% | -36.0% |
| 6M | -47.7% | +12.1% | -59.9% | -52.0% |
| YTD | -35.6% | -16.6% | -19.1% | -32.0% |
| 1Y | -36.4% | -14.6% | -21.8% | -34.1% |
| 3Y | +150.0% | -4.1% | +154.2% | +125.3% |
| 5Y | +43.3% | -28.3% | +71.6% | +56.5% |
| All | +167.4% | -3.3% | +170.7% | +141.3% |
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