+150.0%
IONQ vs DT
-11.4%
+161.4%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -0.2% | -6.2% | -6.3% |
| 7D | -11.5% | +3.1% | -14.6% | -12.8% |
| 30D | -8.1% | -29.5% | +21.5% | +8.0% |
| 3M | -35.8% | -11.7% | -24.1% | -33.0% |
| 6M | -47.7% | +29.0% | -76.7% | -56.9% |
| YTD | -35.6% | +3.4% | -39.0% | -40.7% |
| 1Y | -36.4% | -4.2% | -32.2% | -38.1% |
| 3Y | +150.0% | -12.8% | +162.9% | +129.7% |
| All | +150.0% | -11.4% | +161.4% | +129.7% |
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