+53.2%
IONQ vs DT
-39.3%
+92.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | +1.5% | -10.9% | -10.5% |
| 7D | +16.8% | +2.7% | +14.0% | +14.2% |
| 30D | -11.1% | -30.4% | +19.2% | +14.5% |
| 3M | -31.7% | -9.4% | -22.3% | -29.0% |
| 6M | -44.8% | +14.5% | -59.3% | -54.3% |
| YTD | -31.2% | +3.6% | -34.8% | -39.8% |
| 1Y | -39.1% | -3.4% | -35.7% | -43.2% |
| 3Y | +189.5% | -11.1% | +200.6% | +176.3% |
| 5Y | +53.2% | -39.5% | +92.6% | +146.2% |
| All | +53.2% | -39.3% | +92.5% | +146.2% |
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