+241.1%
IONQ vs DUK
+62.4%
+178.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DUK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -0.9% | -2.5% | -3.7% |
| 7D | -5.6% | -1.7% | -3.9% | -6.2% |
| 30D | -15.2% | -2.2% | -12.9% | -15.8% |
| 3M | -34.9% | -3.7% | -31.3% | -35.6% |
| 6M | +4.9% | -6.3% | +11.2% | +3.3% |
| YTD | -17.9% | +4.5% | -22.4% | -16.3% |
| 1Y | -16.0% | +1.8% | -17.8% | -14.8% |
| 3Y | +90.5% | +46.8% | +43.7% | +112.4% |
| 5Y | +268.4% | +40.2% | +228.2% | +343.8% |
| All | +241.1% | +62.4% | +178.8% | +372.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DUK.
Daily Out/Under-Performance
Portfolio return minus DUK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DUK 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 DUK 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