+150.0%
IONQ vs NRG
+123.8%
+26.2%
-67.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -5.8% |
| 7D | -11.5% | +10.0% | -21.4% | -16.8% |
| 30D | -8.1% | -3.2% | -4.8% | -6.5% |
| 3M | -35.8% | -18.5% | -17.3% | -27.8% |
| 6M | -47.7% | -25.3% | -22.4% | -39.6% |
| YTD | -35.6% | -38.1% | +2.5% | -18.6% |
| 1Y | -36.4% | -40.7% | +4.3% | -16.1% |
| 3Y | +150.0% | +121.8% | +28.3% | +20.8% |
| All | +150.0% | +123.8% | +26.2% | +20.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NRG.
Daily Out/Under-Performance
Portfolio return minus NRG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NRG 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 NRG 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