+265.9%
IONQ vs DECK
+77.7%
+188.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DECK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.6% | -0.3% | +0.4% |
| 7D | +0.8% | -2.2% | +3.0% | +2.1% |
| 30D | -1.0% | -13.6% | +12.6% | +6.9% |
| 3M | -39.8% | -21.2% | -18.6% | -32.6% |
| 6M | +6.4% | -21.1% | +27.5% | +18.8% |
| YTD | -11.9% | -17.2% | +5.3% | -7.4% |
| 1Y | -6.2% | -30.7% | +24.6% | +8.7% |
| 3Y | +125.7% | -3.4% | +129.1% | +86.8% |
| 5Y | +296.0% | +25.5% | +270.4% | +146.3% |
| All | +265.9% | +77.7% | +188.2% | +99.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling