+227.2%
IONQ vs NTAP
+203.5%
+23.7%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +4.1% | +4.3% | +5.0% |
| 7D | +25.5% | -5.0% | +30.4% | +31.2% |
| 30D | -11.4% | -25.8% | +14.3% | +12.9% |
| 3M | -20.5% | -6.9% | -13.6% | -17.2% |
| 6M | -28.2% | +50.0% | -78.2% | -52.4% |
| YTD | -21.2% | +66.9% | -88.2% | -53.6% |
| 1Y | -40.4% | +58.3% | -98.6% | -62.9% |
| 3Y | +214.7% | +145.1% | +69.6% | +28.0% |
| 5Y | +56.9% | +114.2% | -57.3% | -32.7% |
| All | +227.2% | +203.5% | +23.7% | +25.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 10y: compounded portfolio wealth divided by compounded NTAP 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…
10y analysis · Full analysis span regression · 6 months rolling