+274.7%
IONQ vs NOC
+87.5%
+187.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +0.7% | +1.7% | +2.5% |
| 7D | +7.1% | -2.7% | +9.8% | +6.9% |
| 30D | -8.9% | -8.9% | -0.1% | -9.5% |
| 3M | -35.6% | -3.7% | -31.9% | -35.6% |
| 6M | +13.3% | -30.8% | +44.1% | +11.1% |
| YTD | -9.8% | -7.9% | -1.9% | -9.4% |
| 1Y | -1.3% | -9.4% | +8.1% | -1.0% |
| 3Y | +109.3% | +29.0% | +80.3% | +118.9% |
| 5Y | +304.7% | +56.1% | +248.6% | +344.6% |
| All | +274.7% | +87.5% | +187.3% | +329.3% |
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