+215.4%
IONQ vs NIO
-93.7%
+309.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -1.2% | -1.4% | -2.1% |
| 7D | +15.3% | -1.8% | +17.1% | +16.8% |
| 30D | -6.1% | -6.6% | +0.5% | -2.6% |
| 3M | -21.6% | -29.9% | +8.3% | -8.1% |
| 6M | -40.1% | -46.6% | +6.5% | -21.7% |
| YTD | -24.1% | -36.5% | +12.4% | -10.1% |
| 1Y | -37.4% | -51.1% | +13.7% | -16.8% |
| 3Y | +219.5% | -55.2% | +274.8% | +282.4% |
| 5Y | +76.9% | -92.3% | +169.3% | +286.4% |
| All | +215.4% | -93.7% | +309.0% | +634.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NIO.
Daily Out/Under-Performance
Portfolio return minus NIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NIO 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 10y: compounded portfolio wealth divided by compounded NIO 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…
10y analysis · Full analysis span regression · 6 months rolling