+144.7%
IONQ vs DXCM
-7.7%
+152.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DXCM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -4.5% | -6.0% | -8.3% |
| 7D | -16.7% | +5.7% | -22.3% | -19.1% |
| 30D | -38.9% | +1.3% | -40.2% | -39.6% |
| 3M | -33.8% | +2.2% | -36.0% | -35.1% |
| 6M | -44.9% | +42.0% | -86.9% | -55.4% |
| YTD | -41.1% | +27.3% | -68.4% | -49.3% |
| 1Y | -52.3% | +42.5% | -94.8% | -61.3% |
| 3Y | +128.2% | -13.3% | +141.6% | +97.7% |
| 5Y | +37.2% | -46.8% | +84.0% | +54.2% |
| All | +144.7% | -7.7% | +152.4% | +131.5% |
Cumulative growth
Daily Returns
Daily percentage return beside DXCM.
Daily Out/Under-Performance
Portfolio return minus DXCM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DXCM 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 DXCM 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