-17.9%
IONQ vs NSC
-6.6%
-11.2%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.8% | +26.2% | +21.7% |
| 7D | +8.6% | -6.6% | +15.2% | +7.3% |
| 30D | -21.1% | +2.2% | -23.2% | -19.0% |
| 3M | -17.9% | -6.2% | -11.7% | -19.6% |
| All | -17.9% | -6.6% | -11.2% | -19.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling