+240.3%
IONQ vs NLY
+33.4%
+206.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.5% | +0.2% | +0.2% |
| 7D | -7.0% | -4.0% | -3.0% | -3.0% |
| 30D | -18.7% | -5.2% | -13.5% | -14.1% |
| 3M | -36.6% | +2.8% | -39.5% | -38.6% |
| 6M | +7.2% | +4.2% | +3.0% | +2.4% |
| YTD | -18.1% | +4.7% | -22.8% | -22.0% |
| 1Y | -21.9% | +12.7% | -34.6% | -31.8% |
| 3Y | +86.7% | +62.5% | +24.2% | +17.0% |
| 5Y | +267.5% | +26.3% | +241.2% | +182.2% |
| All | +240.3% | +33.4% | +206.9% | +155.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NLY.
Daily Out/Under-Performance
Portfolio return minus NLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NLY 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 NLY 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