+150.0%
IONQ vs NOK
+147.0%
+3.0%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.5% | -3.9% | -5.3% |
| 7D | -11.5% | +5.4% | -16.8% | -13.3% |
| 30D | -8.1% | -14.1% | +6.1% | -2.0% |
| 3M | -35.8% | -23.6% | -12.2% | -28.6% |
| 6M | -47.7% | -45.1% | -2.6% | -34.9% |
| YTD | -35.6% | +24.7% | -60.4% | -38.0% |
| 1Y | -36.4% | +19.0% | -55.4% | -37.9% |
| 3Y | +150.0% | +147.0% | +3.0% | +58.7% |
| All | +150.0% | +147.0% | +3.0% | +58.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOK.
Daily Out/Under-Performance
Portfolio return minus NOK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOK 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 3y: compounded portfolio wealth divided by compounded NOK 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…
3y analysis · Full analysis span regression · 6 months rolling