-41.1%
IONQ vs NSC
+14.8%
-55.9%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.4% | +25.8% | +22.3% |
| 7D | +8.6% | -6.2% | +14.8% | +6.2% |
| 30D | -21.1% | +2.6% | -23.7% | -19.7% |
| 3M | -17.9% | -5.8% | -12.1% | -19.5% |
| 6M | -37.9% | +2.1% | -40.1% | -36.9% |
| YTD | -27.3% | +12.7% | -40.0% | -23.0% |
| All | -41.1% | +14.8% | -55.9% | -40.5% |
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