+215.4%
IONQ vs NKE
-70.4%
+285.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.9% | -1.8% | -2.2% |
| 7D | +15.3% | -5.4% | +20.7% | +18.5% |
| 30D | -6.1% | +8.4% | -14.5% | -10.3% |
| 3M | -21.6% | -6.3% | -15.3% | -19.7% |
| 6M | -40.1% | -7.8% | -32.3% | -39.0% |
| YTD | -24.1% | -38.3% | +14.2% | -4.5% |
| 1Y | -37.4% | -37.3% | -0.1% | -23.5% |
| 3Y | +219.5% | -61.3% | +280.8% | +384.3% |
| 5Y | +76.9% | -74.8% | +151.8% | +235.9% |
| All | +215.4% | -70.4% | +285.8% | +493.8% |
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