+144.7%
IONQ vs DECK
+81.7%
+63.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -1.5% | -9.0% | -9.7% |
| 7D | -16.7% | +6.0% | -22.7% | -19.6% |
| 30D | -38.9% | +7.4% | -46.4% | -41.6% |
| 3M | -33.8% | -11.7% | -22.2% | -29.8% |
| 6M | -44.9% | -11.0% | -34.0% | -42.8% |
| YTD | -41.1% | -15.4% | -25.7% | -39.2% |
| 1Y | -52.3% | +7.2% | -59.5% | -58.0% |
| 3Y | +128.2% | -11.8% | +140.1% | +103.2% |
| 5Y | +37.2% | +24.3% | +12.8% | -14.5% |
| All | +144.7% | +81.7% | +63.0% | +31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DECK.
Daily Out/Under-Performance
Portfolio return minus DECK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DECK 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 DECK 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