+278.7%
IONQ vs DTE
+31.9%
+246.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -0.9% | -4.9% | -5.7% |
| 7D | +1.3% | 0.0% | +1.3% | +1.3% |
| 30D | -10.3% | -0.5% | -9.8% | -10.3% |
| 3M | -32.7% | -6.0% | -26.7% | -32.5% |
| 6M | +6.3% | -7.2% | +13.5% | +6.7% |
| YTD | -15.0% | +7.2% | -22.2% | -16.4% |
| 1Y | -13.3% | +4.1% | -17.4% | -14.4% |
| 3Y | +97.2% | +46.9% | +50.3% | +89.9% |
| 5Y | +278.7% | +32.9% | +245.8% | +321.6% |
| All | +278.7% | +31.9% | +246.8% | +321.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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