+108.3%
IONQ vs NTAP
+149.9%
-41.6%
-67.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.2% |
| 7D | +0.8% | -0.8% | +1.6% | +1.4% |
| 30D | -1.0% | -0.5% | -0.5% | -1.3% |
| 3M | -39.8% | +4.1% | -43.9% | -41.8% |
| 6M | +6.4% | +88.0% | -81.5% | -39.6% |
| YTD | -11.9% | +75.6% | -87.5% | -47.7% |
| 1Y | -6.2% | +58.9% | -65.1% | -38.3% |
| All | +108.3% | +149.9% | -41.6% | +7.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling