+45.7%
IONQ vs NRG
+206.1%
-160.4%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NRG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -1.0% | -5.4% | -5.8% |
| 7D | -11.5% | +10.0% | -21.4% | -16.9% |
| 30D | -8.1% | -3.2% | -4.8% | -6.4% |
| 3M | -35.8% | -18.5% | -17.3% | -27.5% |
| 6M | -47.7% | -25.3% | -22.4% | -39.4% |
| YTD | -35.6% | -38.1% | +2.5% | -18.0% |
| 1Y | -36.4% | -40.7% | +4.3% | -15.7% |
| 3Y | +150.0% | +121.8% | +28.3% | +20.3% |
| All | +45.7% | +206.1% | -160.4% | -42.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling