-8.0%
IONQ vs DUOL
-46.2%
+38.2%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.2% | +7.6% | +3.3% |
| 7D | +7.1% | -7.8% | +14.9% | +8.5% |
| 30D | -8.9% | +11.8% | -20.7% | -11.5% |
| 3M | -35.6% | +24.1% | -59.7% | -39.7% |
| 6M | +13.3% | +43.6% | -30.4% | -0.4% |
| YTD | -9.8% | -16.6% | +6.8% | -13.2% |
| All | -8.0% | -46.2% | +38.2% | -3.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling