+265.9%
IONQ vs DT
+19.1%
+246.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +2.4% |
| 7D | +0.8% | -3.3% | +4.1% | +3.1% |
| 30D | -1.0% | +2.0% | -3.1% | -3.2% |
| 3M | -39.8% | +20.0% | -59.8% | -48.2% |
| 6M | +6.4% | +39.3% | -32.9% | -20.6% |
| YTD | -11.9% | +19.8% | -31.7% | -26.8% |
| 1Y | -6.2% | +4.3% | -10.4% | -13.6% |
| 3Y | +125.7% | +7.7% | +118.0% | +96.6% |
| 5Y | +296.0% | -26.8% | +322.8% | +283.5% |
| All | +265.9% | +19.1% | +246.8% | +220.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling