+227.2%
IONQ vs DKS
+211.7%
+15.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.9% | +3.5% | +6.4% |
| 7D | +25.5% | +3.8% | +21.6% | +23.4% |
| 30D | -11.4% | +8.1% | -19.5% | -14.6% |
| 3M | -20.5% | -28.6% | +8.2% | -12.0% |
| 6M | -28.2% | -33.6% | +5.4% | -18.7% |
| YTD | -21.2% | -23.8% | +2.5% | -16.2% |
| 1Y | -40.4% | -30.7% | -9.6% | -34.0% |
| 3Y | +214.7% | +41.5% | +173.2% | +146.3% |
| 5Y | +56.9% | +23.0% | +33.8% | +8.3% |
| All | +227.2% | +211.7% | +15.5% | +116.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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