+52.8%
IONQ vs NIO
-92.1%
+144.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +5.9% | +17.5% | +20.7% |
| 7D | +8.6% | +5.6% | +3.0% | +6.4% |
| 30D | -21.1% | -4.2% | -16.9% | -18.9% |
| 3M | -17.9% | -26.3% | +8.4% | -5.2% |
| 6M | -37.9% | -42.5% | +4.6% | -20.4% |
| YTD | -27.3% | -33.5% | +6.2% | -15.0% |
| 1Y | -43.2% | -52.7% | +9.5% | -22.5% |
| 3Y | +191.0% | -57.5% | +248.5% | +260.1% |
| All | +52.8% | -92.1% | +144.8% | +288.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling