+265.9%
IONQ vs NKE
-70.4%
+336.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NKE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.0% | +2.2% | +1.8% |
| 7D | +0.8% | -2.0% | +2.8% | +1.9% |
| 30D | -1.0% | -8.6% | +7.6% | +3.1% |
| 3M | -39.8% | -11.0% | -28.8% | -37.1% |
| 6M | +6.4% | -33.2% | +39.7% | +29.1% |
| YTD | -11.9% | -38.1% | +26.2% | +11.2% |
| 1Y | -6.2% | -47.4% | +41.2% | +27.2% |
| 3Y | +125.7% | -59.8% | +185.5% | +232.9% |
| 5Y | +296.0% | -74.2% | +370.2% | +657.6% |
| All | +265.9% | -70.4% | +336.3% | +591.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling