+202.0%
IONQ vs NOC
+89.8%
+112.3%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | 0.0% | +23.5% | +23.4% |
| 7D | +8.6% | -5.8% | +14.4% | +8.0% |
| 30D | -21.1% | +10.9% | -32.0% | -20.3% |
| 3M | -17.9% | -7.1% | -10.8% | -18.1% |
| 6M | -37.9% | -5.3% | -32.6% | -37.9% |
| YTD | -27.3% | -6.8% | -20.5% | -26.8% |
| 1Y | -43.2% | -6.7% | -36.5% | -42.8% |
| 3Y | +191.0% | +17.2% | +173.8% | +204.0% |
| 5Y | +69.3% | +56.3% | +13.0% | +91.4% |
| All | +202.0% | +89.8% | +112.3% | +247.1% |
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