+274.7%
IONQ vs DKS
+176.8%
+98.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -4.9% | +7.3% | +4.4% |
| 7D | +7.1% | -0.4% | +7.6% | +7.2% |
| 30D | -8.9% | -36.6% | +27.7% | +6.7% |
| 3M | -35.6% | -37.6% | +2.1% | -24.7% |
| 6M | +13.3% | -32.1% | +45.3% | +27.9% |
| YTD | -9.8% | -32.3% | +22.5% | +1.7% |
| 1Y | -1.3% | -39.5% | +38.2% | +16.4% |
| 3Y | +109.3% | +27.7% | +81.6% | +72.1% |
| 5Y | +304.7% | +15.0% | +289.7% | +195.5% |
| All | +274.7% | +176.8% | +98.0% | +162.3% |
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