+253.1%
IONQ vs DVA
+55.7%
+197.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +1.6% | -7.4% | -6.1% |
| 7D | +1.3% | +2.0% | -0.7% | +0.9% |
| 30D | -10.3% | -0.4% | -10.0% | -10.4% |
| 3M | -32.7% | -7.7% | -25.1% | -32.2% |
| 6M | +6.3% | +20.0% | -13.6% | +0.8% |
| YTD | -15.0% | +61.1% | -76.1% | -26.1% |
| 1Y | -13.3% | +33.9% | -47.2% | -20.9% |
| 3Y | +97.2% | +91.5% | +5.7% | +60.1% |
| 5Y | +278.7% | +41.8% | +237.0% | +198.9% |
| All | +253.1% | +55.7% | +197.5% | +170.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 DVA 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