+294.8%
IONQ vs DT
-27.0%
+321.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.5% |
| 7D | +0.8% | -3.3% | +4.1% | +3.3% |
| 30D | -1.0% | +2.0% | -3.1% | -3.4% |
| 3M | -39.8% | +20.0% | -59.8% | -49.1% |
| 6M | +6.4% | +39.3% | -32.9% | -23.4% |
| YTD | -11.9% | +19.8% | -31.7% | -28.5% |
| 1Y | -6.2% | +4.3% | -10.4% | -14.5% |
| 3Y | +125.7% | +7.7% | +118.0% | +90.9% |
| All | +294.8% | -27.0% | +321.8% | +284.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling