+284.1%
IONQ vs DUOL
-1.5%
+285.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | -4.9% | -0.9% | -3.7% |
| 7D | +1.3% | -11.8% | +13.1% | +6.8% |
| 30D | -10.3% | +1.5% | -11.8% | -12.2% |
| 3M | -32.7% | +18.1% | -50.9% | -39.8% |
| 6M | +6.3% | +38.7% | -32.3% | -13.3% |
| YTD | -15.0% | -20.7% | +5.7% | -11.6% |
| 1Y | -13.3% | -49.1% | +35.8% | +5.9% |
| 3Y | +97.2% | -11.0% | +108.2% | +68.2% |
| 5Y | +278.7% | -18.0% | +296.7% | +152.7% |
| All | +284.1% | -1.5% | +285.6% | +155.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DUOL.
Daily Out/Under-Performance
Portfolio return minus DUOL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUOL 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 10y: compounded portfolio wealth divided by compounded DUOL 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…
10y analysis · Full analysis span regression · 6 months rolling