+294.8%
IONQ vs NIO
-90.7%
+385.5%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.8% | +2.0% |
| 7D | +0.8% | -13.0% | +13.9% | +7.3% |
| 30D | -1.0% | -18.3% | +17.3% | +8.5% |
| 3M | -39.8% | -33.2% | -6.6% | -27.4% |
| 6M | +6.4% | -21.5% | +27.9% | +16.1% |
| YTD | -11.9% | -25.5% | +13.6% | -2.7% |
| 1Y | -6.2% | -38.0% | +31.9% | +11.8% |
| 3Y | +125.7% | -65.5% | +191.2% | +208.3% |
| All | +294.8% | -90.7% | +385.5% | +862.5% |
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 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