-1.3%
IONQ vs NTAP
+61.9%
-63.3%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.9% | +0.5% | +1.3% |
| 7D | +7.1% | +3.3% | +3.9% | +5.2% |
| 30D | -8.9% | -0.2% | -8.7% | -9.1% |
| 3M | -35.6% | +11.4% | -46.9% | -39.7% |
| 6M | +13.3% | +88.7% | -75.4% | -27.2% |
| YTD | -9.8% | +78.9% | -88.7% | -39.3% |
| 1Y | -1.3% | +58.8% | -60.1% | -18.4% |
| All | -1.3% | +61.9% | -63.3% | -18.4% |
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