+304.7%
IONQ vs DUOL
-10.4%
+315.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -5.2% | +7.6% | +4.7% |
| 7D | +7.1% | -7.8% | +14.9% | +10.8% |
| 30D | -8.9% | +11.8% | -20.7% | -14.8% |
| 3M | -35.6% | +24.1% | -59.7% | -43.8% |
| 6M | +13.3% | +43.6% | -30.4% | -9.5% |
| YTD | -9.8% | -16.6% | +6.8% | -8.2% |
| 1Y | -1.3% | -46.0% | +44.7% | +18.0% |
| 3Y | +109.3% | -6.5% | +115.7% | +72.4% |
| 5Y | +304.7% | -7.4% | +312.1% | +158.0% |
| All | +304.7% | -10.4% | +315.1% | +158.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling