+185.7%
IONQ vs DKS
+207.4%
-21.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -2.6% | -6.8% | -8.3% |
| 7D | +16.8% | +3.3% | +13.5% | +15.4% |
| 30D | -11.1% | +5.9% | -17.0% | -13.5% |
| 3M | -31.7% | -27.4% | -4.3% | -24.9% |
| 6M | -44.8% | -32.6% | -12.2% | -37.7% |
| YTD | -31.2% | -24.8% | -6.4% | -26.3% |
| 1Y | -39.1% | -32.8% | -6.3% | -31.6% |
| 3Y | +189.5% | +39.1% | +150.4% | +128.5% |
| 5Y | +53.2% | +25.0% | +28.2% | +6.3% |
| All | +185.7% | +207.4% | -21.7% | +90.1% |
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