+294.8%
IONQ vs NEM
+151.0%
+143.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +2.0% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | -1.0% | +23.1% | -24.1% | -8.5% |
| 3M | -39.8% | +18.5% | -58.3% | -43.6% |
| 6M | +6.4% | +7.8% | -1.3% | +2.5% |
| YTD | -11.9% | +29.1% | -41.0% | -19.4% |
| 1Y | -6.2% | +72.7% | -78.8% | -22.1% |
| 3Y | +125.7% | +248.7% | -123.0% | +49.1% |
| All | +294.8% | +151.0% | +143.8% | +192.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling