+274.7%
IONQ vs NSC
+54.6%
+220.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.7% |
| 7D | +7.1% | -1.5% | +8.6% | +8.1% |
| 30D | -8.9% | -1.9% | -7.0% | -8.0% |
| 3M | -35.6% | +6.2% | -41.8% | -38.7% |
| 6M | +13.3% | +9.2% | +4.1% | +4.3% |
| YTD | -9.8% | +15.0% | -24.8% | -20.6% |
| 1Y | -1.3% | +21.1% | -22.4% | -16.7% |
| 3Y | +109.3% | +78.6% | +30.7% | +30.0% |
| 5Y | +304.7% | +45.9% | +258.8% | +194.9% |
| All | +274.7% | +54.6% | +220.1% | +167.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 10y: compounded portfolio wealth divided by compounded NSC 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…
10y analysis · Full analysis span regression · 6 months rolling