+265.9%
IONQ vs NSC
+55.4%
+210.6%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.5% | +0.8% | +1.0% |
| 7D | +0.8% | -5.5% | +6.3% | +4.3% |
| 30D | -1.0% | -3.2% | +2.2% | +0.7% |
| 3M | -39.8% | +7.7% | -47.5% | -43.5% |
| 6M | +6.4% | +4.5% | +1.9% | +1.1% |
| YTD | -11.9% | +15.6% | -27.5% | -22.7% |
| 1Y | -6.2% | +19.8% | -26.0% | -20.1% |
| 3Y | +125.7% | +70.1% | +55.6% | +45.1% |
| 5Y | +296.0% | +46.1% | +249.9% | +188.0% |
| All | +265.9% | +55.4% | +210.6% | +160.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling