+227.2%
IONQ vs NEM
+138.3%
+88.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.8% | +7.1% |
| 7D | +25.5% | +14.7% | +10.7% | +19.1% |
| 30D | -11.4% | +6.2% | -17.6% | -13.4% |
| 3M | -20.5% | +11.0% | -31.5% | -23.7% |
| 6M | -28.2% | +7.9% | -36.1% | -30.4% |
| YTD | -21.2% | +26.2% | -47.4% | -27.1% |
| 1Y | -40.4% | +51.5% | -91.9% | -47.6% |
| 3Y | +214.7% | +290.6% | -75.9% | +110.9% |
| 5Y | +56.9% | +153.1% | -96.2% | +14.3% |
| All | +227.2% | +138.3% | +88.9% | +151.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling