+298.0%
IONQ vs DUOL
+9.2%
+288.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DUOL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.7% | +4.0% | +2.5% |
| 7D | +0.8% | +5.1% | -4.3% | -1.6% |
| 30D | -1.0% | +14.1% | -15.2% | -8.1% |
| 3M | -39.8% | +41.5% | -81.3% | -50.2% |
| 6M | +6.4% | +60.6% | -54.2% | -18.7% |
| YTD | -11.9% | -12.0% | +0.1% | -12.3% |
| 1Y | -6.2% | -43.4% | +37.2% | +9.7% |
| 3Y | +125.7% | +3.7% | +122.0% | +79.8% |
| 5Y | +296.0% | -5.3% | +301.3% | +152.7% |
| All | +298.0% | +9.2% | +288.7% | +153.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling