+202.0%
IONQ vs NSC
+50.9%
+151.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -2.8% | +26.2% | +25.1% |
| 7D | +8.6% | -6.6% | +15.2% | +12.8% |
| 30D | -21.1% | +2.2% | -23.2% | -22.5% |
| 3M | -17.9% | -6.2% | -11.7% | -15.3% |
| 6M | -37.9% | +1.7% | -39.6% | -40.2% |
| YTD | -27.3% | +12.2% | -39.5% | -35.4% |
| 1Y | -43.2% | +15.4% | -58.6% | -50.7% |
| 3Y | +191.0% | +73.3% | +117.7% | +83.5% |
| 5Y | +69.3% | +24.7% | +44.6% | +28.1% |
| All | +202.0% | +50.9% | +151.2% | +117.3% |
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