+79.8%
IONQ vs DECK
+31.2%
+48.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +6.0% | -7.5% | -5.1% |
| 7D | -8.9% | +10.4% | -19.3% | -14.6% |
| 30D | -31.3% | +11.1% | -42.4% | -35.9% |
| 3M | -29.2% | -10.8% | -18.4% | -25.1% |
| 6M | -35.4% | -8.7% | -26.7% | -33.9% |
| YTD | -34.2% | -14.0% | -20.1% | -32.7% |
| 1Y | -44.7% | +12.0% | -56.7% | -53.5% |
| 3Y | +155.1% | -10.5% | +165.6% | +109.8% |
| 5Y | +79.8% | +28.5% | +51.3% | +112.6% |
| All | +79.8% | +31.2% | +48.5% | +112.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling