+135.8%
IONQ vs NIO
-62.1%
+197.9%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -10.5% | -3.0% | -7.5% | -9.4% |
| 7D | -16.7% | -3.6% | -13.1% | -15.5% |
| 30D | -38.9% | -8.0% | -30.9% | -36.8% |
| 3M | -33.8% | -31.2% | -2.6% | -24.2% |
| 6M | -44.9% | -45.8% | +0.8% | -31.8% |
| YTD | -41.1% | -37.3% | -3.8% | -31.8% |
| 1Y | -52.3% | -56.1% | +3.8% | -37.4% |
| All | +135.8% | -62.1% | +197.9% | +190.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling