+240.3%
IONQ vs NTNX
+104.4%
+135.9%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTNX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -7.0% | -3.1% | -3.9% | -5.5% |
| 30D | -18.7% | +2.0% | -20.7% | -19.4% |
| 3M | -36.6% | +34.0% | -70.6% | -45.2% |
| 6M | +7.2% | +72.4% | -65.1% | -20.2% |
| YTD | -18.1% | +27.5% | -45.6% | -29.5% |
| 1Y | -21.9% | -18.7% | -3.2% | -16.8% |
| 3Y | +86.7% | +80.8% | +6.0% | +24.5% |
| 5Y | +267.5% | +54.5% | +213.0% | +145.5% |
| All | +240.3% | +104.4% | +135.9% | +103.1% |
Cumulative growth
Daily Returns
Daily percentage return beside NTNX.
Daily Out/Under-Performance
Portfolio return minus NTNX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTNX 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 10y: compounded portfolio wealth divided by compounded NTNX 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…
10y analysis · Full analysis span regression · 6 months rolling