+167.4%
IONQ vs DRI
+130.5%
+36.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +0.4% | -6.8% | -6.7% |
| 7D | -11.5% | +1.1% | -12.5% | -12.0% |
| 30D | -8.1% | +9.7% | -17.8% | -13.9% |
| 3M | -35.8% | +3.2% | -39.0% | -38.0% |
| 6M | -47.7% | +20.6% | -68.3% | -55.5% |
| YTD | -35.6% | +28.3% | -63.9% | -48.1% |
| 1Y | -36.4% | +34.5% | -70.9% | -50.9% |
| 3Y | +150.0% | +66.5% | +83.5% | +58.0% |
| 5Y | +43.3% | +79.6% | -36.3% | -18.4% |
| All | +167.4% | +130.5% | +36.9% | +39.2% |
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