-43.2%
IONQ vs NTAP
+48.9%
-92.1%
-63.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.1% | +23.5% | +23.5% |
| 7D | +8.6% | -15.1% | +23.6% | +18.6% |
| 30D | -21.1% | -28.1% | +7.0% | -6.3% |
| 3M | -17.9% | -11.4% | -6.4% | -12.5% |
| 6M | -37.9% | +52.2% | -90.2% | -50.8% |
| YTD | -27.3% | +60.4% | -87.7% | -44.2% |
| 1Y | -43.2% | +51.0% | -94.2% | -53.2% |
| All | -43.2% | +48.9% | -92.1% | -53.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling