+265.9%
IONQ vs DKS
+190.9%
+75.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.4% | +1.7% | +1.5% |
| 7D | +0.8% | +3.0% | -2.2% | -0.4% |
| 30D | -1.0% | -30.5% | +29.5% | +11.7% |
| 3M | -39.8% | -35.7% | -4.1% | -30.3% |
| 6M | +6.4% | -29.7% | +36.1% | +18.7% |
| YTD | -11.9% | -28.9% | +16.9% | -2.6% |
| 1Y | -6.2% | -35.9% | +29.7% | +8.1% |
| 3Y | +125.7% | +28.2% | +97.5% | +85.2% |
| 5Y | +296.0% | +11.8% | +284.2% | +184.1% |
| All | +265.9% | +190.9% | +75.0% | +151.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling