+274.7%
IONQ vs NLY
+38.4%
+236.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.4% | +2.8% | +2.8% |
| 7D | +7.1% | +0.4% | +6.7% | +6.6% |
| 30D | -8.9% | -1.4% | -7.5% | -7.6% |
| 3M | -35.6% | +12.0% | -47.6% | -43.2% |
| 6M | +13.3% | +8.3% | +4.9% | +3.8% |
| YTD | -9.8% | +8.6% | -18.4% | -17.3% |
| 1Y | -1.3% | +16.9% | -18.2% | -17.0% |
| 3Y | +109.3% | +71.0% | +38.2% | +24.7% |
| 5Y | +304.7% | +31.1% | +273.6% | +199.2% |
| All | +274.7% | +38.4% | +236.4% | +171.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling