+265.9%
IONQ vs NET
+259.6%
+6.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.0% | +3.2% | +2.4% |
| 7D | +0.8% | -7.0% | +7.8% | +4.8% |
| 30D | -1.0% | -4.8% | +3.8% | +1.4% |
| 3M | -39.8% | +3.8% | -43.6% | -41.3% |
| 6M | +6.4% | +50.0% | -43.6% | -21.3% |
| YTD | -11.9% | +41.5% | -53.4% | -33.8% |
| 1Y | -6.2% | +32.8% | -39.0% | -26.4% |
| 3Y | +125.7% | +335.9% | -210.2% | -13.9% |
| 5Y | +296.0% | +113.8% | +182.2% | +102.9% |
| All | +265.9% | +259.6% | +6.3% | +60.7% |
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