+191.0%
IONQ vs DRI
+66.4%
+124.6%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -1.0% | +24.4% | +23.8% |
| 7D | +8.6% | +2.8% | +5.8% | +7.1% |
| 30D | -21.1% | +13.3% | -34.3% | -25.5% |
| 3M | -17.9% | +8.2% | -26.1% | -21.3% |
| 6M | -37.9% | +17.5% | -55.5% | -43.8% |
| YTD | -27.3% | +26.9% | -54.2% | -37.3% |
| 1Y | -43.2% | +31.6% | -74.8% | -52.2% |
| 3Y | +191.0% | +67.0% | +124.0% | +81.9% |
| All | +191.0% | +66.4% | +124.6% | +81.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling