+202.0%
IONQ vs DRI
+128.1%
+73.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.0% | +24.4% | +24.1% |
| 7D | +8.6% | +2.8% | +5.8% | +6.2% |
| 30D | -21.1% | +13.3% | -34.3% | -27.9% |
| 3M | -17.9% | +8.2% | -26.1% | -23.3% |
| 6M | -37.9% | +17.5% | -55.5% | -46.4% |
| YTD | -27.3% | +26.9% | -54.2% | -41.1% |
| 1Y | -43.2% | +31.6% | -74.8% | -55.5% |
| 3Y | +191.0% | +67.0% | +124.0% | +82.8% |
| 5Y | +69.3% | +72.9% | -3.6% | -2.0% |
| All | +202.0% | +128.1% | +73.9% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 DRI 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