-44.7%
IONQ vs NEM
+50.9%
-95.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.9% | -11.4% | -7.5% |
| 7D | -8.9% | +3.7% | -12.6% | -11.3% |
| 30D | -31.3% | +2.0% | -33.2% | -32.3% |
| 3M | -29.2% | +21.1% | -50.3% | -38.3% |
| 6M | -35.4% | +9.5% | -44.9% | -39.3% |
| YTD | -34.2% | +19.1% | -53.2% | -42.4% |
| 1Y | -44.7% | +51.1% | -95.8% | -58.8% |
| All | -44.7% | +50.9% | -95.6% | -58.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NEM.
Daily Out/Under-Performance
Portfolio return minus NEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NEM 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 1y: compounded portfolio wealth divided by compounded NEM 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…
1y analysis · Full analysis span regression · 6 months rolling