+202.0%
IONQ vs NIO
-93.4%
+295.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +5.9% | +17.5% | +20.8% |
| 7D | +8.6% | +5.6% | +3.0% | +6.5% |
| 30D | -21.1% | -4.2% | -16.9% | -19.0% |
| 3M | -17.9% | -26.3% | +8.4% | -5.8% |
| 6M | -37.9% | -42.5% | +4.6% | -21.3% |
| YTD | -27.3% | -33.5% | +6.2% | -15.5% |
| 1Y | -43.2% | -52.7% | +9.5% | -23.5% |
| 3Y | +191.0% | -57.5% | +248.5% | +257.3% |
| 5Y | +69.3% | -92.0% | +161.3% | +262.6% |
| All | +202.0% | -93.4% | +295.4% | +589.6% |
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