+215.4%
IONQ vs NSC
+56.5%
+158.8%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -3.1% |
| 7D | +15.3% | -3.5% | +18.8% | +17.8% |
| 30D | -6.1% | +3.9% | -10.0% | -8.6% |
| 3M | -21.6% | -0.8% | -20.8% | -21.6% |
| 6M | -40.1% | +7.1% | -47.3% | -44.1% |
| YTD | -24.1% | +16.4% | -40.5% | -33.9% |
| 1Y | -37.4% | +16.9% | -54.3% | -45.8% |
| 3Y | +219.5% | +78.4% | +141.1% | +98.6% |
| 5Y | +76.9% | +33.1% | +43.8% | +30.1% |
| All | +215.4% | +56.5% | +158.8% | +122.3% |
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