+190.8%
IONQ vs DUOL
+16.9%
+173.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | +5.0% | -11.4% | -8.5% |
| 7D | -11.5% | +3.0% | -14.5% | -12.9% |
| 30D | -8.1% | +18.3% | -26.4% | -16.0% |
| 3M | -35.8% | +14.7% | -50.5% | -41.6% |
| 6M | -47.7% | +57.5% | -105.2% | -60.1% |
| YTD | -35.6% | -5.8% | -29.8% | -39.3% |
| 1Y | -36.4% | -11.4% | -25.0% | -38.2% |
| 3Y | +150.0% | -22.5% | +172.5% | +130.3% |
| 5Y | +43.3% | +6.6% | +36.7% | -11.4% |
| All | +190.8% | +16.9% | +173.9% | +75.8% |
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