-1.3%
IONQ vs NSC
+20.5%
-21.8%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.5% | +2.9% | +2.2% |
| 7D | +7.1% | -1.5% | +8.6% | +6.5% |
| 30D | -8.9% | -1.9% | -7.0% | -9.5% |
| 3M | -35.6% | +6.2% | -41.8% | -34.3% |
| 6M | +13.3% | +9.2% | +4.1% | +14.4% |
| YTD | -9.8% | +15.0% | -24.8% | -6.7% |
| 1Y | -1.3% | +21.1% | -22.4% | +16.2% |
| All | -1.3% | +20.5% | -21.8% | +16.2% |
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