-37.4%
IONQ vs NSC
+16.7%
-54.2%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.8% | -3.5% | -2.3% |
| 7D | +15.3% | -3.5% | +18.8% | +14.0% |
| 30D | -6.1% | +3.9% | -10.0% | -4.0% |
| 3M | -21.6% | -0.8% | -20.8% | -21.5% |
| 6M | -40.1% | +7.1% | -47.3% | -38.3% |
| YTD | -24.1% | +16.4% | -40.5% | -18.5% |
| 1Y | -37.4% | +16.9% | -54.3% | -35.5% |
| All | -37.4% | +16.7% | -54.2% | -35.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling