+202.0%
IONQ vs NEM
+130.2%
+71.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +1.0% | +22.4% | +23.1% |
| 7D | +8.6% | +13.4% | -4.8% | +3.3% |
| 30D | -21.1% | +6.5% | -27.6% | -23.1% |
| 3M | -17.9% | +14.9% | -32.8% | -22.2% |
| 6M | -37.9% | +5.5% | -43.5% | -39.3% |
| YTD | -27.3% | +21.9% | -49.2% | -31.9% |
| 1Y | -43.2% | +47.9% | -91.1% | -49.6% |
| 3Y | +191.0% | +238.2% | -47.2% | +101.5% |
| 5Y | +69.3% | +146.2% | -76.9% | +24.8% |
| All | +202.0% | +130.2% | +71.8% | +134.6% |
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 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