+45.7%
IONQ vs NTAP
+124.7%
-79.0%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.4% | -2.5% | -3.9% | -4.2% |
| 7D | -11.5% | +7.2% | -18.7% | -16.8% |
| 30D | -8.1% | -18.4% | +10.3% | +9.2% |
| 3M | -35.8% | -11.3% | -24.5% | -30.0% |
| 6M | -47.7% | +53.8% | -101.5% | -67.6% |
| YTD | -35.6% | +72.0% | -107.6% | -65.4% |
| 1Y | -36.4% | +68.0% | -104.4% | -64.9% |
| 3Y | +150.0% | +149.5% | +0.6% | -15.6% |
| All | +45.7% | +124.7% | -79.0% | -49.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling