+52.8%
IONQ vs NTAP
+106.9%
-54.1%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | -0.1% | +23.5% | +23.5% |
| 7D | +8.6% | -15.1% | +23.6% | +25.4% |
| 30D | -21.1% | -28.1% | +7.0% | +5.1% |
| 3M | -17.9% | -11.4% | -6.4% | -10.8% |
| 6M | -37.9% | +52.2% | -90.2% | -61.6% |
| YTD | -27.3% | +60.4% | -87.7% | -58.3% |
| 1Y | -43.2% | +51.0% | -94.2% | -65.2% |
| 3Y | +191.0% | +135.6% | +55.4% | +2.9% |
| All | +52.8% | +106.9% | -54.1% | -41.5% |
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