+274.7%
IONQ vs NEM
+142.0%
+132.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.8% | +3.2% | +2.7% |
| 7D | +7.1% | +3.9% | +3.3% | +5.6% |
| 30D | -8.9% | +12.7% | -21.6% | -12.8% |
| 3M | -35.6% | +28.7% | -64.2% | -41.3% |
| 6M | +13.3% | +9.8% | +3.5% | +8.7% |
| YTD | -9.8% | +28.1% | -37.9% | -16.7% |
| 1Y | -1.3% | +69.3% | -70.7% | -16.5% |
| 3Y | +109.3% | +247.7% | -138.4% | +43.3% |
| 5Y | +304.7% | +153.4% | +151.3% | +194.8% |
| All | +274.7% | +142.0% | +132.7% | +186.9% |
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