+227.2%
IONQ vs DVA
+57.8%
+169.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | -3.0% | +11.4% | +8.8% |
| 7D | +25.5% | -0.1% | +25.6% | +25.2% |
| 30D | -11.4% | +3.5% | -14.9% | -12.2% |
| 3M | -20.5% | +1.0% | -21.4% | -21.1% |
| 6M | -28.2% | -6.6% | -21.6% | -28.4% |
| YTD | -21.2% | +63.3% | -84.6% | -32.1% |
| 1Y | -40.4% | +50.0% | -90.4% | -47.4% |
| 3Y | +214.7% | +120.1% | +94.6% | +147.1% |
| 5Y | +56.9% | +73.7% | -16.9% | +23.5% |
| All | +227.2% | +57.8% | +169.4% | +148.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling