+173.5%
IONQ vs NET
+243.7%
-70.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -0.1% |
| 7D | -8.9% | -16.4% | +7.4% | +0.5% |
| 30D | -31.3% | -25.8% | -5.4% | -19.0% |
| 3M | -29.2% | -11.5% | -17.7% | -25.3% |
| 6M | -35.4% | +18.9% | -54.4% | -44.9% |
| YTD | -34.2% | +35.2% | -69.4% | -49.9% |
| 1Y | -44.7% | +14.5% | -59.1% | -53.3% |
| 3Y | +155.1% | +313.8% | -158.7% | -0.9% |
| 5Y | +79.8% | +32.6% | +47.2% | +1.7% |
| All | +173.5% | +243.7% | -70.2% | +21.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NET.
Daily Out/Under-Performance
Portfolio return minus NET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NET 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 NET 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