+194.9%
IONQ vs DT
-12.5%
+207.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +1.7% | -4.4% | -3.5% |
| 7D | +15.3% | -5.4% | +20.7% | +18.6% |
| 30D | -6.1% | -32.2% | +26.1% | +12.6% |
| 3M | -21.6% | -10.9% | -10.7% | -18.6% |
| 6M | -40.1% | +10.0% | -50.1% | -46.0% |
| YTD | -24.1% | +2.1% | -26.2% | -29.6% |
| 1Y | -37.4% | -5.5% | -31.9% | -38.7% |
| All | +194.9% | -12.5% | +207.4% | +172.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling