+215.4%
IONQ vs DTE
+63.0%
+152.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.5% | -3.2% | -2.7% |
| 7D | +15.3% | +1.6% | +13.7% | +15.2% |
| 30D | -6.1% | +9.1% | -15.2% | -6.4% |
| 3M | -21.6% | +2.4% | -24.0% | -21.6% |
| 6M | -40.1% | -0.2% | -39.9% | -40.2% |
| YTD | -24.1% | +11.0% | -35.1% | -25.1% |
| 1Y | -37.4% | +3.4% | -40.8% | -37.8% |
| 3Y | +219.5% | +57.1% | +162.4% | +212.2% |
| 5Y | +76.9% | +46.6% | +30.4% | +85.6% |
| All | +215.4% | +63.0% | +152.4% | +243.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling