+294.8%
IONQ vs DPZ
-28.9%
+323.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.7% | +3.0% | +2.0% |
| 7D | +0.8% | -2.5% | +3.4% | +1.9% |
| 30D | -1.0% | -7.0% | +5.9% | +1.6% |
| 3M | -39.8% | +11.6% | -51.4% | -44.4% |
| 6M | +6.4% | -15.2% | +21.6% | +13.4% |
| YTD | -11.9% | -17.2% | +5.3% | -5.5% |
| 1Y | -6.2% | -24.8% | +18.7% | +5.7% |
| 3Y | +125.7% | -8.7% | +134.4% | +106.4% |
| All | +294.8% | -28.9% | +323.7% | +410.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling