-36.2%
IONQ vs NEM
+45.8%
-82.0%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.5% | +4.8% | +6.1% |
| 7D | +25.5% | +14.7% | +10.7% | +14.5% |
| 30D | -11.4% | +6.2% | -17.6% | -14.9% |
| 3M | -20.5% | +11.0% | -31.5% | -26.4% |
| 6M | -28.2% | +7.9% | -36.1% | -32.3% |
| YTD | -21.2% | +26.2% | -47.4% | -35.5% |
| All | -36.2% | +45.8% | -82.0% | -53.6% |
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