+265.9%
IONQ vs NOC
+86.1%
+179.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -2.5% | +3.8% | +1.1% |
| 7D | +0.8% | -5.2% | +6.0% | +0.4% |
| 30D | -1.0% | -7.2% | +6.2% | -1.5% |
| 3M | -39.8% | -5.1% | -34.7% | -39.9% |
| 6M | +6.4% | -31.1% | +37.5% | +4.3% |
| YTD | -11.9% | -8.6% | -3.3% | -11.6% |
| 1Y | -6.2% | -9.7% | +3.6% | -5.9% |
| 3Y | +125.7% | +24.3% | +101.4% | +136.0% |
| 5Y | +296.0% | +52.6% | +243.4% | +334.1% |
| All | +265.9% | +86.1% | +179.8% | +319.0% |
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