+185.7%
IONQ vs NOC
+98.5%
+87.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.4% | -0.3% | -9.1% | -9.4% |
| 7D | +16.8% | +4.5% | +12.2% | +17.2% |
| 30D | -11.1% | +14.1% | -25.2% | -10.1% |
| 3M | -31.7% | -4.5% | -27.3% | -31.7% |
| 6M | -44.8% | -0.8% | -44.0% | -44.5% |
| YTD | -31.2% | -2.5% | -28.7% | -30.5% |
| 1Y | -39.1% | -0.1% | -39.1% | -38.3% |
| 3Y | +189.5% | +24.6% | +164.9% | +203.7% |
| 5Y | +53.2% | +65.6% | -12.4% | +74.6% |
| All | +185.7% | +98.5% | +87.2% | +229.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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