+227.2%
IONQ vs NOC
+94.9%
+132.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +2.7% | +5.7% | +8.6% |
| 7D | +25.5% | -2.9% | +28.4% | +25.1% |
| 30D | -11.4% | +12.1% | -23.5% | -10.5% |
| 3M | -20.5% | -5.3% | -15.2% | -20.5% |
| 6M | -28.2% | -1.0% | -27.2% | -28.0% |
| YTD | -21.2% | -4.3% | -16.9% | -20.5% |
| 1Y | -40.4% | -3.6% | -36.7% | -39.8% |
| 3Y | +214.7% | +22.9% | +191.8% | +229.7% |
| 5Y | +56.9% | +60.4% | -3.5% | +77.7% |
| All | +227.2% | +94.9% | +132.4% | +276.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling