+202.0%
IONQ vs DT
-0.3%
+202.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.6% | +24.0% | +23.8% |
| 7D | +8.6% | -24.7% | +33.3% | +29.0% |
| 30D | -21.1% | -27.4% | +6.3% | -4.0% |
| 3M | -17.9% | -11.1% | -6.8% | -13.7% |
| 6M | -37.9% | +13.7% | -51.6% | -47.5% |
| YTD | -27.3% | +0.2% | -27.5% | -33.4% |
| 1Y | -43.2% | -5.7% | -37.5% | -45.3% |
| 3Y | +191.0% | -8.1% | +199.1% | +175.2% |
| 5Y | +69.3% | -43.1% | +112.3% | +85.7% |
| All | +202.0% | -0.3% | +202.4% | +191.5% |
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