+265.9%
IONQ vs NEM
+143.9%
+122.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.8% | +3.1% | +1.9% |
| 7D | +0.8% | +0.3% | +0.5% | +0.7% |
| 30D | -1.0% | +23.1% | -24.1% | -8.1% |
| 3M | -39.8% | +18.5% | -58.3% | -43.4% |
| 6M | +6.4% | +7.8% | -1.3% | +2.7% |
| YTD | -11.9% | +29.1% | -41.0% | -18.9% |
| 1Y | -6.2% | +72.7% | -78.8% | -21.0% |
| 3Y | +125.7% | +248.7% | -123.0% | +54.2% |
| 5Y | +296.0% | +148.7% | +147.3% | +187.8% |
| All | +265.9% | +143.9% | +122.0% | +179.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling