+227.2%
IONQ vs DT
+0.9%
+226.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +1.2% | +7.1% | +7.5% |
| 7D | +25.5% | -20.2% | +45.7% | +43.3% |
| 30D | -11.4% | -30.8% | +19.3% | +11.6% |
| 3M | -20.5% | -10.2% | -10.2% | -17.0% |
| 6M | -28.2% | +8.0% | -36.3% | -36.4% |
| YTD | -21.2% | +1.5% | -22.7% | -28.4% |
| 1Y | -40.4% | -6.9% | -33.5% | -42.0% |
| 3Y | +214.7% | -10.9% | +225.6% | +205.5% |
| 5Y | +56.9% | -42.2% | +99.0% | +70.7% |
| All | +227.2% | +0.9% | +226.3% | +213.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 DT 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