+240.3%
IONQ vs NKE
-71.6%
+311.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -7.0% | -4.2% | -2.8% | -4.9% |
| 30D | -18.7% | -8.2% | -10.5% | -15.3% |
| 3M | -36.6% | -19.1% | -17.5% | -30.2% |
| 6M | +7.2% | -32.6% | +39.9% | +29.4% |
| YTD | -18.1% | -40.7% | +22.6% | +5.8% |
| 1Y | -21.9% | -48.9% | +27.0% | +7.4% |
| 3Y | +86.7% | -59.2% | +146.0% | +169.9% |
| 5Y | +267.5% | -75.3% | +342.8% | +619.0% |
| All | +240.3% | -71.6% | +311.9% | +557.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NKE.
Daily Out/Under-Performance
Portfolio return minus NKE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NKE 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 NKE 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